+210.6%
UAL vs DT
-12.5%
+223.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +2.3% | -5.4% | +7.7% | +3.8% |
| 30D | +13.3% | -32.2% | +45.5% | +25.5% |
| 3M | -6.3% | -10.9% | +4.6% | -4.5% |
| 6M | +22.5% | +10.0% | +12.5% | +15.1% |
| YTD | +5.9% | +2.1% | +3.8% | +2.3% |
| 1Y | +24.7% | -5.5% | +30.2% | +25.2% |
| All | +210.6% | -12.5% | +223.1% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling