+101.1%
UAL vs DD
+100.9%
+0.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | +12.5% | +2.2% | +10.2% | +10.6% |
| 30D | +12.2% | +20.7% | -8.5% | -3.3% |
| 3M | -2.6% | +11.3% | -13.9% | -10.9% |
| 6M | +21.1% | +6.0% | +15.1% | +14.7% |
| YTD | +7.8% | +31.7% | -23.9% | -13.7% |
| 1Y | +25.4% | +32.2% | -6.8% | +0.1% |
| 3Y | +217.3% | +92.7% | +124.7% | +81.9% |
| 5Y | +132.9% | +72.1% | +60.8% | +44.7% |
| 10Y | +101.1% | +99.7% | +1.5% | -3.9% |
| All | +101.1% | +100.9% | +0.2% | -3.9% |
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