+109.6%
UAL vs DOC
-22.1%
+131.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.4% |
| 7D | +5.0% | +6.2% | -1.2% | +1.7% |
| 30D | -1.2% | +6.5% | -7.7% | -4.6% |
| 3M | -16.8% | -6.2% | -10.5% | -13.9% |
| 6M | +18.0% | +25.6% | -7.6% | +3.2% |
| YTD | -1.2% | +32.1% | -33.3% | -16.4% |
| 1Y | +14.3% | +20.3% | -6.0% | +1.8% |
| 3Y | +194.6% | +42.7% | +151.8% | +130.7% |
| 5Y | +109.6% | -22.2% | +131.8% | +162.7% |
| All | +109.6% | -22.1% | +131.7% | +162.7% |
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