+60.6%
UAL vs DBX
+16.6%
+44.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.8% |
| 7D | +3.5% | -1.3% | +4.8% | +3.9% |
| 30D | -16.5% | -2.9% | -13.6% | -15.8% |
| 3M | +2.8% | +23.8% | -21.1% | -5.1% |
| 6M | +17.6% | +26.2% | -8.6% | +6.3% |
| YTD | -3.2% | +21.6% | -24.8% | -11.4% |
| 1Y | +0.4% | +11.4% | -11.0% | -5.5% |
| 3Y | +128.2% | +21.3% | +106.9% | +104.2% |
| 5Y | +137.7% | +6.7% | +131.1% | +113.7% |
| All | +60.6% | +16.6% | +44.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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