+92.6%
UAL vs DD
+87.9%
+4.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | +8.2% | +4.6% | +3.5% | +3.8% |
| 30D | +2.3% | +11.8% | -9.4% | -6.6% |
| 3M | -12.7% | +2.2% | -14.8% | -14.8% |
| 6M | +12.7% | -1.6% | +14.3% | +12.8% |
| YTD | +0.8% | +23.0% | -22.2% | -15.0% |
| 1Y | +17.8% | +26.9% | -9.2% | -3.1% |
| 3Y | +206.7% | +77.9% | +128.8% | +86.7% |
| 5Y | +113.9% | +59.9% | +54.0% | +40.4% |
| All | +92.6% | +87.9% | +4.7% | -2.0% |
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