+33.2%
UAL vs DT
+70.5%
-37.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +12.5% | -7.5% | +20.0% | +15.2% |
| 30D | +12.2% | -31.5% | +43.7% | +25.2% |
| 3M | -2.6% | -14.0% | +11.4% | +0.8% |
| 6M | +21.1% | +6.9% | +14.2% | +15.4% |
| YTD | +7.8% | +0.3% | +7.5% | +3.5% |
| 1Y | +25.4% | -6.9% | +32.3% | +23.5% |
| 3Y | +217.3% | -13.9% | +231.2% | +216.9% |
| 5Y | +132.9% | -39.9% | +172.8% | +147.0% |
| All | +33.2% | +70.5% | -37.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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