+102.3%
UAL vs DECK
+937.4%
-835.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.0% | +2.0% | +5.2% |
| 7D | +11.9% | +10.4% | +1.6% | +7.0% |
| 30D | +5.2% | +11.1% | -5.9% | +0.2% |
| 3M | -12.7% | -10.8% | -1.9% | -8.2% |
| 6M | +28.5% | -8.7% | +37.3% | +33.4% |
| YTD | +3.5% | -14.0% | +17.6% | +9.1% |
| 1Y | +27.5% | +12.0% | +15.5% | +18.5% |
| 3Y | +208.6% | -10.5% | +219.1% | +189.9% |
| 5Y | +135.6% | +28.5% | +107.1% | +74.2% |
| 10Y | +102.3% | +923.3% | -821.0% | -27.1% |
| All | +102.3% | +937.4% | -835.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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