+129.8%
UAL vs DD
+43.0%
+86.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.3% |
| 7D | +0.7% | -3.5% | +4.2% | +3.3% |
| 30D | -16.1% | -10.3% | -5.8% | -9.4% |
| 3M | +6.1% | -7.5% | +13.7% | +12.1% |
| 6M | +10.8% | -8.0% | +18.9% | +17.2% |
| YTD | -0.4% | +10.5% | -10.9% | -7.0% |
| 1Y | +5.0% | +38.3% | -33.2% | -16.6% |
| All | +129.8% | +43.0% | +86.8% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling