+227.2%
B vs UAL
+95.5%
+131.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -2.7% | +2.3% | -4.9% | -2.8% |
| 30D | -4.3% | +13.3% | -17.7% | -5.0% |
| 3M | -2.3% | -6.3% | +4.0% | -2.1% |
| 6M | -16.2% | +22.5% | -38.7% | -17.1% |
| YTD | -8.8% | +5.9% | -14.7% | -9.5% |
| 1Y | +11.4% | +24.7% | -13.3% | +10.0% |
| 3Y | +174.3% | +211.6% | -37.3% | +164.3% |
| 5Y | +116.2% | +130.6% | -14.4% | +108.5% |
| All | +227.2% | +95.5% | +131.6% | +194.8% |
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