+116.5%
UAL vs DRI
+78.6%
+37.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -3.0% | +1.1% | -4.1% | -3.7% |
| 30D | +10.5% | +9.7% | +0.8% | +3.2% |
| 3M | -13.5% | +3.2% | -16.7% | -15.9% |
| 6M | +14.2% | +20.6% | -6.3% | -2.5% |
| YTD | -2.2% | +28.3% | -30.5% | -21.6% |
| 1Y | +12.5% | +34.5% | -22.0% | -13.4% |
| 3Y | +186.8% | +66.5% | +120.3% | +77.3% |
| All | +116.5% | +78.6% | +37.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling