+251.3%
UAL vs DTE
+768.3%
-516.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | -16.1% | -2.6% | -13.5% | -14.4% |
| 3M | +6.1% | -3.9% | +10.0% | +9.2% |
| 6M | +10.8% | -7.9% | +18.8% | +17.4% |
| YTD | -0.4% | +7.2% | -7.6% | -7.5% |
| 1Y | +5.0% | +3.1% | +1.9% | +0.5% |
| 3Y | +124.0% | +47.6% | +76.4% | +53.7% |
| 5Y | +141.0% | +32.7% | +108.3% | +74.1% |
| 10Y | +118.0% | +138.8% | -20.7% | -6.7% |
| All | +251.3% | +768.3% | -516.9% | -60.5% |
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