+96.5%
UAL vs DAR
+290.1%
-193.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -4.3% |
| 7D | +2.3% | +3.6% | -1.3% | +0.4% |
| 30D | +13.3% | -11.3% | +24.6% | +19.5% |
| 3M | -6.3% | -13.1% | +6.8% | -1.3% |
| 6M | +22.5% | -15.1% | +37.6% | +28.5% |
| YTD | +5.9% | +50.5% | -44.6% | -19.8% |
| 1Y | +24.7% | +57.9% | -33.2% | -8.4% |
| 3Y | +211.6% | +28.9% | +182.6% | +133.2% |
| 5Y | +130.6% | -31.4% | +162.0% | +138.9% |
| 10Y | +96.5% | +301.0% | -204.6% | -34.5% |
| All | +96.5% | +290.1% | -193.6% | -34.5% |
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