+129.8%
UAL vs DECK
-3.0%
+132.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +1.9% |
| 7D | +0.7% | -2.2% | +2.9% | +1.6% |
| 30D | -16.1% | -13.6% | -2.5% | -11.5% |
| 3M | +6.1% | -21.2% | +27.4% | +15.6% |
| 6M | +10.8% | -21.1% | +31.9% | +20.8% |
| YTD | -0.4% | -17.2% | +16.8% | +6.0% |
| 1Y | +5.0% | -30.7% | +35.8% | +18.2% |
| All | +129.8% | -3.0% | +132.8% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling