+107.5%
UAL vs DRI
+363.5%
-256.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.9% |
| 7D | +0.7% | +0.6% | +0.1% | +0.3% |
| 30D | -16.1% | +3.8% | -19.9% | -18.8% |
| 3M | +6.1% | +13.0% | -6.9% | -3.9% |
| 6M | +10.8% | +8.3% | +2.5% | +3.1% |
| YTD | -0.4% | +20.6% | -21.0% | -14.8% |
| 1Y | +5.0% | +6.5% | -1.4% | -2.1% |
| 3Y | +124.0% | +53.7% | +70.3% | +56.2% |
| 5Y | +141.0% | +72.7% | +68.3% | +55.4% |
| All | +107.5% | +363.5% | -256.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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