+135.6%
UAL vs DOC
-22.8%
+158.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.3% |
| 7D | +11.9% | +8.7% | +3.2% | +7.1% |
| 30D | +5.2% | +7.6% | -2.4% | +1.1% |
| 3M | -12.7% | -5.3% | -7.4% | -10.2% |
| 6M | +28.5% | +27.6% | +0.9% | +11.4% |
| YTD | +3.5% | +32.4% | -28.9% | -12.6% |
| 1Y | +27.5% | +22.9% | +4.7% | +12.2% |
| 3Y | +208.6% | +43.1% | +165.5% | +141.1% |
| 5Y | +135.6% | -21.4% | +157.0% | +192.2% |
| All | +135.6% | -22.8% | +158.4% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling