+139.2%
UAL vs DT
-27.0%
+166.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.0% |
| 7D | +0.7% | -3.3% | +4.0% | +1.6% |
| 30D | -16.1% | +2.0% | -18.1% | -16.9% |
| 3M | +6.1% | +20.0% | -13.9% | -0.6% |
| 6M | +10.8% | +39.3% | -28.4% | -2.9% |
| YTD | -0.4% | +19.8% | -20.1% | -8.3% |
| 1Y | +5.0% | +4.3% | +0.7% | +1.4% |
| 3Y | +124.0% | +7.7% | +116.3% | +111.1% |
| All | +139.2% | -27.0% | +166.1% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling