+101.1%
UAL vs DAR
+269.9%
-168.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.1% |
| 7D | +12.5% | -3.8% | +16.3% | +14.6% |
| 30D | +12.2% | -14.4% | +26.6% | +20.5% |
| 3M | -2.6% | -17.9% | +15.3% | +5.6% |
| 6M | +21.1% | -18.3% | +39.4% | +29.5% |
| YTD | +7.8% | +43.2% | -35.4% | -16.2% |
| 1Y | +25.4% | +57.7% | -32.3% | -8.0% |
| 3Y | +217.3% | +22.7% | +194.6% | +143.7% |
| 5Y | +132.9% | -34.0% | +166.9% | +145.7% |
| 10Y | +101.1% | +279.5% | -178.3% | -31.1% |
| All | +101.1% | +269.9% | -168.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling