+202.1%
UAL vs DVA
+125.5%
+76.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.4% |
| 7D | +8.2% | +2.1% | +6.1% | +7.7% |
| 30D | +2.3% | +8.2% | -5.9% | +0.6% |
| 3M | -12.7% | +5.9% | -18.6% | -13.9% |
| 6M | +12.7% | -1.3% | +14.0% | +11.4% |
| YTD | +0.8% | +68.4% | -67.6% | -13.7% |
| 1Y | +17.8% | +57.5% | -39.7% | +2.8% |
| All | +202.1% | +125.5% | +76.6% | +123.6% |
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