+112.3%
UAL vs DT
-43.6%
+155.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +8.2% | -24.7% | +32.9% | +17.1% |
| 30D | +2.3% | -27.4% | +29.7% | +11.9% |
| 3M | -12.7% | -11.1% | -1.6% | -10.7% |
| 6M | +12.7% | +13.7% | -1.0% | +4.8% |
| YTD | +0.8% | +0.2% | +0.6% | -3.1% |
| 1Y | +17.8% | -5.7% | +23.5% | +15.7% |
| 3Y | +206.7% | -8.1% | +214.8% | +200.0% |
| All | +112.3% | -43.6% | +155.9% | +140.3% |
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