+12.5%
UAL vs DVA
+42.3%
-29.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -3.0% | -8.8% | +5.7% | -1.9% |
| 30D | +10.5% | -3.4% | +13.9% | +10.8% |
| 3M | -13.5% | -2.6% | -10.9% | -13.4% |
| 6M | +14.2% | -11.9% | +26.1% | +14.4% |
| YTD | -2.2% | +53.6% | -55.9% | -11.7% |
| 1Y | +12.5% | +41.9% | -29.4% | +6.3% |
| All | +12.5% | +42.3% | -29.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling