+216.9%
B vs UAL
+83.8%
+133.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -2.8% |
| 7D | -6.2% | +0.7% | -6.9% | -6.2% |
| 30D | -6.6% | +7.8% | -14.4% | -7.0% |
| 3M | -7.9% | -11.1% | +3.2% | -7.4% |
| 6M | -16.8% | +16.1% | -32.9% | -17.4% |
| YTD | -11.7% | -0.5% | -11.2% | -12.0% |
| 1Y | +3.5% | +11.3% | -7.8% | +2.7% |
| 3Y | +165.7% | +192.8% | -27.1% | +156.9% |
| 5Y | +108.4% | +123.3% | -14.9% | +101.6% |
| All | +216.9% | +83.8% | +133.2% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling