+280.3%
UAL vs DVA
+567.8%
-287.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.6% |
| 7D | +12.5% | -1.6% | +14.0% | +13.1% |
| 30D | +12.2% | 0.0% | +12.2% | +11.7% |
| 3M | -2.6% | -2.4% | -0.2% | -2.4% |
| 6M | +21.1% | -9.8% | +30.8% | +23.5% |
| YTD | +7.8% | +57.8% | -50.0% | -17.2% |
| 1Y | +25.4% | +49.2% | -23.8% | -1.2% |
| 3Y | +217.3% | +116.0% | +101.3% | +99.3% |
| 5Y | +132.9% | +68.5% | +64.4% | +52.9% |
| 10Y | +101.1% | +198.9% | -97.8% | -15.9% |
| All | +280.3% | +567.8% | -287.5% | -18.2% |
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