+273.4%
UAL vs DTE
+799.5%
-526.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | +2.3% | +1.6% | +0.7% | +1.1% |
| 30D | +13.3% | +9.1% | +4.2% | +5.9% |
| 3M | -6.3% | +2.4% | -8.7% | -8.1% |
| 6M | +22.5% | -0.2% | +22.7% | +22.1% |
| YTD | +5.9% | +11.0% | -5.2% | -4.4% |
| 1Y | +24.7% | +3.4% | +21.3% | +19.3% |
| 3Y | +211.6% | +57.1% | +154.5% | +104.0% |
| 5Y | +130.6% | +46.6% | +84.0% | +53.3% |
| 10Y | +96.5% | +151.3% | -54.8% | -19.0% |
| All | +273.4% | +799.5% | -526.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling