+24.7%
UAL vs DLTR
+34.7%
-10.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.4% |
| 7D | +2.3% | -2.8% | +5.0% | +3.3% |
| 30D | +13.3% | +21.5% | -8.2% | +5.3% |
| 3M | -6.3% | +11.6% | -17.9% | -10.3% |
| 6M | +22.5% | +58.7% | -36.2% | +1.0% |
| YTD | +5.9% | +16.2% | -10.3% | -1.0% |
| 1Y | +24.7% | +34.8% | -10.2% | +10.9% |
| All | +24.7% | +34.7% | -10.1% | +10.9% |
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