+0.4%
UAL vs DG
+18.0%
-17.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.8% |
| 7D | +3.5% | -2.5% | +5.9% | +4.1% |
| 30D | -16.5% | +1.0% | -17.5% | -16.7% |
| 3M | +2.8% | +20.3% | -17.5% | -2.6% |
| 6M | +17.6% | -11.7% | +29.3% | +18.4% |
| YTD | -3.2% | -2.3% | -0.9% | -3.9% |
| 1Y | +0.4% | +20.0% | -19.6% | -5.1% |
| All | +0.4% | +18.0% | -17.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling