+104.2%
UAL vs DLTR
+45.2%
+59.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.5% | +0.5% |
| 7D | -1.1% | -10.2% | +9.1% | +2.6% |
| 30D | -13.4% | -8.5% | -5.0% | -10.9% |
| 3M | -2.3% | +5.6% | -7.9% | -4.4% |
| 6M | +13.3% | +2.2% | +11.1% | +11.2% |
| YTD | -4.2% | -3.8% | -0.4% | -4.2% |
| 1Y | +1.4% | +22.9% | -21.5% | -7.1% |
| 3Y | +125.8% | +2.0% | +123.8% | +110.3% |
| 5Y | +130.0% | +29.8% | +100.2% | +85.0% |
| 10Y | +104.2% | +45.0% | +59.2% | +52.2% |
| All | +104.2% | +45.2% | +59.0% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling