+117.8%
UAL vs DOC
-2.1%
+119.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | +0.7% | -1.5% | +2.2% | +1.7% |
| 30D | -16.1% | -4.8% | -11.3% | -13.4% |
| 3M | +6.1% | +6.9% | -0.7% | +1.1% |
| 6M | +10.8% | +20.7% | -9.9% | -3.5% |
| YTD | -0.4% | +34.1% | -34.5% | -19.9% |
| 1Y | +5.0% | +22.6% | -17.6% | -10.7% |
| 3Y | +124.0% | +20.8% | +103.2% | +86.6% |
| 5Y | +141.0% | -24.9% | +165.8% | +181.8% |
| All | +117.8% | -2.1% | +119.9% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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