+5.0%
UAL vs DLTR
+29.2%
-24.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +2.5% | -1.8% | -0.3% |
| 30D | -16.1% | +2.1% | -18.2% | -16.9% |
| 3M | +6.1% | +20.3% | -14.1% | -2.0% |
| 6M | +10.8% | +11.5% | -0.7% | +4.8% |
| YTD | -0.4% | +6.8% | -7.2% | -4.2% |
| 1Y | +5.0% | +31.1% | -26.1% | -10.6% |
| All | +5.0% | +29.2% | -24.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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