+273.4%
UAL vs DLTR
+1,480.8%
-1,207.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | +2.3% | -2.8% | +5.0% | +3.5% |
| 30D | +13.3% | +21.5% | -8.2% | +3.0% |
| 3M | -6.3% | +11.6% | -17.9% | -11.8% |
| 6M | +22.5% | +58.7% | -36.2% | -3.6% |
| YTD | +5.9% | +16.2% | -10.3% | -3.9% |
| 1Y | +24.7% | +34.8% | -10.2% | +4.9% |
| 3Y | +211.6% | +25.3% | +186.3% | +150.7% |
| 5Y | +130.6% | +25.8% | +104.7% | +72.0% |
| 10Y | +96.5% | +83.7% | +12.8% | +2.1% |
| All | +273.4% | +1,480.8% | -1,207.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling