+96.5%
UAL vs DVA
+206.9%
-110.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.5% |
| 7D | +2.3% | -4.8% | +7.0% | +3.6% |
| 30D | +13.3% | +0.9% | +12.4% | +12.7% |
| 3M | -6.3% | +2.9% | -9.2% | -7.5% |
| 6M | +22.5% | -7.8% | +30.3% | +23.4% |
| YTD | +5.9% | +61.5% | -55.7% | -12.2% |
| 1Y | +24.7% | +50.1% | -25.4% | +5.9% |
| 3Y | +211.6% | +121.1% | +90.5% | +125.9% |
| 5Y | +130.6% | +72.9% | +57.7% | +73.6% |
| 10Y | +96.5% | +208.2% | -111.8% | +20.1% |
| All | +96.5% | +206.9% | -110.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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