+251.3%
UAL vs DAR
+1,463.3%
-1,212.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.7% | +1.4% | -0.6% | 0.0% |
| 30D | -16.1% | +12.8% | -28.9% | -21.1% |
| 3M | +6.1% | +7.4% | -1.2% | +1.1% |
| 6M | +10.8% | +22.3% | -11.4% | -1.4% |
| YTD | -0.4% | +81.1% | -81.5% | -26.1% |
| 1Y | +5.0% | +106.5% | -101.5% | -27.6% |
| 3Y | +124.0% | +5.3% | +118.7% | +98.4% |
| 5Y | +141.0% | -11.5% | +152.5% | +121.9% |
| 10Y | +118.0% | +353.3% | -235.3% | -3.3% |
| All | +251.3% | +1,463.3% | -1,212.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling