+250.9%
UAL vs DTE
+796.3%
-545.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.7% | -5.7% |
| 7D | +0.7% | +3.2% | -2.5% | -1.7% |
| 30D | +7.8% | +8.5% | -0.7% | +1.2% |
| 3M | -11.1% | +1.3% | -12.4% | -12.0% |
| 6M | +16.1% | -0.7% | +16.8% | +16.1% |
| YTD | -0.5% | +10.6% | -11.1% | -9.9% |
| 1Y | +11.3% | +2.6% | +8.6% | +7.1% |
| 3Y | +192.8% | +56.5% | +136.3% | +92.3% |
| 5Y | +123.3% | +46.7% | +76.5% | +48.3% |
| 10Y | +84.6% | +150.4% | -65.7% | -23.7% |
| All | +250.9% | +796.3% | -545.4% | -61.6% |
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