+101.1%
UAL vs DG
+119.6%
-18.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +12.5% | +5.2% | +7.2% | +11.7% |
| 30D | +12.2% | +7.9% | +4.3% | +11.0% |
| 3M | -2.6% | +12.7% | -15.3% | -4.3% |
| 6M | +21.1% | +22.4% | -1.4% | +17.4% |
| YTD | +7.8% | +5.4% | +2.4% | +6.4% |
| 1Y | +25.4% | +39.4% | -14.0% | +19.4% |
| 3Y | +217.3% | +24.1% | +193.2% | +198.1% |
| 5Y | +132.9% | -32.2% | +165.0% | +147.0% |
| 10Y | +101.1% | +111.8% | -10.7% | +55.1% |
| All | +101.1% | +119.6% | -18.4% | +55.1% |
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