+222.6%
UAL vs DLTR
+18.8%
+203.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.1% | +5.4% |
| 7D | +10.2% | -1.0% | +11.2% | +10.5% |
| 30D | +12.0% | +15.7% | -3.6% | +7.5% |
| 3M | -7.1% | +4.8% | -11.9% | -8.5% |
| 6M | +20.9% | +45.6% | -24.7% | +8.0% |
| YTD | +7.7% | +11.6% | -3.9% | +3.0% |
| 1Y | +23.6% | +29.8% | -6.2% | +13.6% |
| 3Y | +222.6% | +20.8% | +201.8% | +169.9% |
| All | +222.6% | +18.8% | +203.8% | +169.9% |
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 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