+104.2%
UAL vs DVA
+186.3%
-82.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.5% |
| 7D | -1.1% | +2.0% | -3.2% | -1.7% |
| 30D | -13.4% | -0.4% | -13.1% | -13.4% |
| 3M | -2.3% | -7.7% | +5.4% | -1.0% |
| 6M | +13.3% | +20.0% | -6.6% | +5.2% |
| YTD | -4.2% | +61.1% | -65.3% | -20.0% |
| 1Y | +1.4% | +33.9% | -32.5% | -10.3% |
| 3Y | +125.8% | +91.5% | +34.3% | +71.0% |
| 5Y | +130.0% | +41.8% | +88.2% | +87.0% |
| 10Y | +104.2% | +187.5% | -83.3% | +27.7% |
| All | +104.2% | +186.3% | -82.1% | +27.7% |
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