+123.3%
UAL vs DRI
+78.5%
+44.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.7% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | +7.8% | +10.8% | -3.1% | -0.1% |
| 3M | -11.1% | +0.9% | -12.0% | -12.1% |
| 6M | +16.1% | +16.3% | -0.2% | +1.9% |
| YTD | -0.5% | +27.8% | -28.3% | -19.9% |
| 1Y | +11.3% | +33.9% | -22.6% | -14.0% |
| 3Y | +192.8% | +67.2% | +125.6% | +80.4% |
| 5Y | +123.3% | +79.0% | +44.3% | +27.3% |
| All | +123.3% | +78.5% | +44.7% | +27.3% |
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