+128.2%
UAL vs DVA
+88.7%
+39.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | +3.5% | +2.2% | +1.2% | +3.1% |
| 30D | -16.5% | -2.0% | -14.4% | -16.2% |
| 3M | +2.8% | -6.3% | +9.0% | +3.0% |
| 6M | +17.6% | +19.4% | -1.9% | +11.9% |
| YTD | -3.2% | +58.5% | -61.7% | -14.2% |
| 1Y | +0.4% | +33.9% | -33.4% | -7.6% |
| 3Y | +128.2% | +88.4% | +39.7% | +92.6% |
| All | +128.2% | +88.7% | +39.5% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling