+65.3%
UAL vs DBX
+20.1%
+45.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | -16.1% | -0.5% | -15.6% | -16.1% |
| 3M | +6.1% | +28.1% | -21.9% | -3.1% |
| 6M | +10.8% | +33.1% | -22.2% | -1.6% |
| YTD | -0.4% | +25.3% | -25.7% | -9.7% |
| 1Y | +5.0% | +18.3% | -13.3% | -3.3% |
| 3Y | +124.0% | +25.0% | +99.0% | +98.4% |
| 5Y | +141.0% | +7.5% | +133.4% | +115.6% |
| All | +65.3% | +20.1% | +45.2% | +28.7% |
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