+1,455.0%
UAL vs DG
+612.5%
+842.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.1% | +2.7% |
| 7D | +8.2% | +1.1% | +7.1% | +8.0% |
| 30D | +2.3% | +9.5% | -7.2% | +0.4% |
| 3M | -12.7% | +5.5% | -18.2% | -13.8% |
| 6M | +12.7% | +16.1% | -3.4% | +9.0% |
| YTD | +0.8% | +2.7% | -1.9% | -0.4% |
| 1Y | +17.8% | +42.1% | -24.3% | +8.9% |
| 3Y | +206.7% | +19.3% | +187.4% | +180.8% |
| 5Y | +113.9% | -35.3% | +149.2% | +126.4% |
| 10Y | +97.0% | +123.9% | -26.9% | +36.5% |
| All | +1,455.0% | +612.5% | +842.6% | +570.4% |
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