+186.8%
UAL vs DBX
+26.6%
+160.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | -3.3% | +0.2% | -2.3% |
| 30D | +10.5% | -5.9% | +16.3% | +12.1% |
| 3M | -13.5% | -6.7% | -6.8% | -12.4% |
| 6M | +14.2% | +28.0% | -13.8% | +3.3% |
| YTD | -2.2% | +20.6% | -22.9% | -10.0% |
| 1Y | +12.5% | +10.3% | +2.2% | +7.6% |
| 3Y | +186.8% | +24.0% | +162.8% | +149.0% |
| All | +186.8% | +26.6% | +160.3% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling