+255.6%
UAL vs DAR
+1,103.6%
-848.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +8.2% | -9.9% | +18.1% | +13.0% |
| 30D | +2.3% | -16.4% | +18.7% | +9.9% |
| 3M | -12.7% | -17.1% | +4.4% | -6.9% |
| 6M | +12.7% | -20.5% | +33.2% | +21.0% |
| YTD | +0.8% | +39.4% | -38.6% | -16.9% |
| 1Y | +17.8% | +57.2% | -39.5% | -8.5% |
| 3Y | +206.7% | +13.9% | +192.8% | +158.4% |
| 5Y | +113.9% | -40.8% | +154.7% | +134.5% |
| 10Y | +97.0% | +276.2% | -179.2% | -5.8% |
| All | +255.6% | +1,103.6% | -848.0% | -16.2% |
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