+67.3%
UAL vs DBX
+19.5%
+47.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +3.0% |
| 7D | +8.2% | -4.4% | +12.5% | +9.8% |
| 30D | +2.3% | +4.8% | -2.4% | +0.7% |
| 3M | -12.7% | +0.3% | -13.0% | -13.4% |
| 6M | +12.7% | +40.4% | -27.7% | -1.9% |
| YTD | +0.8% | +24.7% | -23.9% | -8.9% |
| 1Y | +17.8% | +20.9% | -3.1% | +7.3% |
| 3Y | +206.7% | +34.5% | +172.2% | +163.8% |
| 5Y | +113.9% | +24.6% | +89.3% | +84.3% |
| All | +67.3% | +19.5% | +47.8% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling