+135.2%
B vs UAL
+110.9%
+24.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.0% |
| 7D | +4.3% | +5.0% | -0.7% | +3.8% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -1.4% | -16.8% | +15.4% | +0.3% |
| 6M | +5.0% | +18.0% | -12.9% | +3.2% |
| YTD | -5.8% | -1.2% | -4.6% | -6.6% |
| 1Y | +25.6% | +14.3% | +11.3% | +23.3% |
| 3Y | +161.6% | +194.6% | -32.9% | +141.7% |
| 5Y | +135.2% | +109.6% | +25.6% | +119.8% |
| All | +135.2% | +110.9% | +24.3% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling