+223.5%
C vs UAL
+94.5%
+129.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -2.4% | +8.2% | -10.5% | -5.3% |
| 30D | -6.0% | +2.3% | -8.3% | -7.1% |
| 3M | -10.5% | -12.7% | +2.1% | -6.5% |
| 6M | -5.7% | +12.7% | -18.4% | -11.4% |
| YTD | +4.1% | +0.8% | +3.3% | +1.1% |
| 1Y | +20.5% | +17.8% | +2.7% | +10.0% |
| 3Y | +208.1% | +206.7% | +1.4% | +82.3% |
| 5Y | +110.4% | +113.9% | -3.5% | +34.0% |
| All | +223.5% | +94.5% | +129.0% | +92.7% |
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