+76.8%
UAL vs DG
+105.9%
-29.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -4.0% | -5.7% |
| 7D | +0.7% | -2.5% | +3.1% | +1.1% |
| 30D | +7.8% | +7.7% | +0.1% | +6.7% |
| 3M | -11.1% | +13.1% | -24.2% | -12.7% |
| 6M | +16.1% | +32.0% | -16.0% | +11.6% |
| YTD | -0.5% | +3.3% | -3.8% | -1.5% |
| 1Y | +11.3% | +31.7% | -20.4% | +6.8% |
| 3Y | +192.8% | +21.7% | +171.2% | +176.1% |
| 5Y | +123.3% | -34.7% | +158.0% | +138.4% |
| All | +76.8% | +105.9% | -29.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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