+106.2%
B vs UAL
+242.1%
-135.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | -16.1% | +25.5% | +9.5% |
| 3M | +5.0% | +6.1% | -1.2% | +5.0% |
| 6M | -3.5% | +10.8% | -14.4% | -3.6% |
| YTD | +4.5% | -0.4% | +4.9% | +4.4% |
| 1Y | +67.8% | +5.0% | +62.8% | +67.7% |
| 3Y | +196.7% | +124.0% | +72.7% | +198.4% |
| 5Y | +151.9% | +141.0% | +11.0% | +154.3% |
| 10Y | +202.2% | +118.0% | +84.2% | +206.9% |
| All | +106.2% | +242.1% | -135.9% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling