+76.8%
UAL vs DVA
+192.4%
-115.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -0.9% | -4.5% |
| 7D | +0.7% | -10.7% | +11.3% | +4.0% |
| 30D | +7.8% | -4.4% | +12.2% | +8.9% |
| 3M | -11.1% | -4.1% | -7.0% | -10.4% |
| 6M | +16.1% | -13.2% | +29.3% | +19.1% |
| YTD | -0.5% | +53.2% | -53.7% | -16.1% |
| 1Y | +11.3% | +40.8% | -29.5% | -3.6% |
| 3Y | +192.8% | +109.7% | +83.1% | +115.9% |
| 5Y | +123.3% | +64.5% | +58.7% | +70.6% |
| All | +76.8% | +192.4% | -115.6% | +10.7% |
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