+200.5%
B vs UAL
+106.7%
+93.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.9% |
| 7D | +11.3% | +10.2% | +1.1% | +10.8% |
| 30D | +2.9% | +12.0% | -9.1% | +2.3% |
| 3M | -2.9% | -7.1% | +4.2% | -2.6% |
| 6M | -1.2% | +20.9% | -22.1% | -2.2% |
| YTD | -1.3% | +7.7% | -9.0% | -2.1% |
| 1Y | +30.4% | +23.6% | +6.9% | +28.8% |
| 3Y | +195.3% | +222.6% | -27.3% | +184.3% |
| 5Y | +146.2% | +127.9% | +18.3% | +137.3% |
| 10Y | +200.5% | +100.2% | +100.3% | +154.7% |
| All | +200.5% | +106.7% | +93.8% | +154.7% |
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