+255.6%
UAL vs DRI
+1,030.8%
-775.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.8% |
| 7D | +8.2% | +2.8% | +5.3% | +6.1% |
| 30D | +2.3% | +13.3% | -10.9% | -6.9% |
| 3M | -12.7% | +8.2% | -20.9% | -18.5% |
| 6M | +12.7% | +17.5% | -4.9% | -1.8% |
| YTD | +0.8% | +26.9% | -26.1% | -17.8% |
| 1Y | +17.8% | +31.6% | -13.8% | -6.7% |
| 3Y | +206.7% | +67.0% | +139.7% | +97.3% |
| 5Y | +113.9% | +72.9% | +41.0% | +35.2% |
| 10Y | +97.0% | +371.3% | -274.3% | -47.3% |
| All | +255.6% | +1,030.8% | -775.2% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling