+100.0%
UAL vs DTE
+141.0%
-41.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -0.6% |
| 30D | -15.7% | -2.4% | -13.3% | -14.3% |
| 3M | +3.6% | -7.3% | +10.9% | +9.0% |
| 6M | +16.9% | -7.6% | +24.5% | +22.8% |
| YTD | -4.8% | +5.8% | -10.6% | -10.1% |
| 1Y | -0.9% | +2.3% | -3.3% | -4.3% |
| 3Y | +124.5% | +45.0% | +79.5% | +61.0% |
| 5Y | +140.2% | +33.2% | +107.0% | +77.5% |
| All | +100.0% | +141.0% | -41.0% | +12.0% |
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