+99.1%
UAL vs DD
+69.4%
+29.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.9% |
| 30D | -16.5% | -7.4% | -9.0% | -11.4% |
| 3M | +2.8% | -6.4% | +9.2% | +8.1% |
| 6M | +17.6% | -2.5% | +20.0% | +19.5% |
| YTD | -3.2% | +10.2% | -13.4% | -10.6% |
| 1Y | +0.4% | +36.9% | -36.5% | -22.3% |
| 3Y | +128.2% | +47.0% | +81.1% | +61.9% |
| 5Y | +137.7% | +63.1% | +74.6% | +53.6% |
| 10Y | +99.1% | +68.2% | +30.9% | +0.3% |
| All | +99.1% | +69.4% | +29.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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