+251.3%
UAL vs DVA
+585.4%
-334.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.9% |
| 7D | +0.7% | +1.8% | -1.1% | -0.1% |
| 30D | -16.1% | -2.5% | -13.6% | -15.2% |
| 3M | +6.1% | -4.3% | +10.4% | +6.5% |
| 6M | +10.8% | +18.9% | -8.0% | -0.2% |
| YTD | -0.4% | +61.9% | -62.3% | -23.7% |
| 1Y | +5.0% | +35.7% | -30.7% | -13.1% |
| 3Y | +124.0% | +78.6% | +45.4% | +53.1% |
| 5Y | +141.0% | +39.2% | +101.8% | +76.9% |
| 10Y | +118.0% | +184.0% | -66.0% | -4.7% |
| All | +251.3% | +585.4% | -334.0% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling