+78.9%
UAL vs DBX
+11.7%
+67.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +12.5% | -7.3% | +19.8% | +15.1% |
| 30D | +12.2% | -5.7% | +17.9% | +14.0% |
| 3M | -2.6% | -6.3% | +3.7% | -1.4% |
| 6M | +21.1% | +12.1% | +9.0% | +14.2% |
| YTD | +7.8% | +16.5% | -8.7% | -0.6% |
| 1Y | +25.4% | +6.1% | +19.3% | +19.4% |
| 3Y | +217.3% | +21.8% | +195.6% | +181.4% |
| 5Y | +132.9% | +19.1% | +113.8% | +103.5% |
| All | +78.9% | +11.7% | +67.2% | +41.6% |
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