+99.1%
UAL vs DG
+105.6%
-6.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.3% |
| 7D | +3.5% | -2.5% | +5.9% | +3.8% |
| 30D | -16.5% | +1.0% | -17.5% | -16.6% |
| 3M | +2.8% | +20.3% | -17.5% | 0.0% |
| 6M | +17.6% | -11.7% | +29.3% | +18.9% |
| YTD | -3.2% | -2.3% | -0.9% | -3.3% |
| 1Y | +0.4% | +20.0% | -19.6% | -2.5% |
| 3Y | +128.2% | +7.2% | +120.9% | +120.1% |
| 5Y | +137.7% | -37.9% | +175.7% | +155.5% |
| 10Y | +99.1% | +107.3% | -8.2% | +52.8% |
| All | +99.1% | +105.6% | -6.5% | +52.8% |
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