+96.5%
UAL vs DTE
+151.0%
-54.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | +2.3% | +1.6% | +0.7% | +1.2% |
| 30D | +13.3% | +9.1% | +4.2% | +6.6% |
| 3M | -6.3% | +2.4% | -8.7% | -7.9% |
| 6M | +22.5% | -0.2% | +22.7% | +22.2% |
| YTD | +5.9% | +11.0% | -5.2% | -3.5% |
| 1Y | +24.7% | +3.4% | +21.3% | +19.9% |
| 3Y | +211.6% | +57.1% | +154.5% | +110.5% |
| 5Y | +130.6% | +46.6% | +84.0% | +57.4% |
| 10Y | +96.5% | +151.3% | -54.8% | +4.8% |
| All | +96.5% | +151.0% | -54.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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