+133.6%
UAL vs DLTR
+11.8%
+121.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +0.7% | +2.5% | -1.8% | -0.1% |
| 30D | -16.1% | +2.1% | -18.2% | -16.7% |
| 3M | +6.1% | +20.3% | -14.1% | +0.3% |
| 6M | +10.8% | +11.5% | -0.7% | +6.2% |
| YTD | -0.4% | +6.8% | -7.2% | -3.5% |
| 1Y | +5.0% | +31.1% | -26.1% | -3.9% |
| All | +133.6% | +11.8% | +121.8% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling