+1,436.3%
UAL vs DG
+606.1%
+830.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +0.7% | +8.4% | -7.7% | -0.9% |
| 30D | -16.1% | +4.9% | -21.0% | -17.0% |
| 3M | +6.1% | +29.3% | -23.2% | +0.7% |
| 6M | +10.8% | -11.3% | +22.1% | +12.9% |
| YTD | -0.4% | +1.8% | -2.1% | -1.3% |
| 1Y | +5.0% | +25.3% | -20.3% | -0.4% |
| 3Y | +124.0% | +9.1% | +114.9% | +109.9% |
| 5Y | +141.0% | -34.9% | +175.9% | +154.5% |
| 10Y | +118.0% | +108.2% | +9.9% | +54.5% |
| All | +1,436.3% | +606.1% | +830.2% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling