-58.9%
C vs UAL
+239.3%
-298.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.5% | -3.5% |
| 7D | -5.3% | +5.0% | -10.3% | -6.9% |
| 30D | -7.3% | -1.2% | -6.1% | -7.2% |
| 3M | -13.5% | -16.8% | +3.3% | -8.6% |
| 6M | -6.5% | +18.0% | -24.4% | -12.8% |
| YTD | +3.6% | -1.2% | +4.8% | +1.7% |
| 1Y | +18.9% | +14.3% | +4.6% | +11.0% |
| 3Y | +205.0% | +194.6% | +10.4% | +97.2% |
| 5Y | +109.4% | +109.6% | -0.3% | +43.4% |
| 10Y | +232.9% | +93.1% | +139.9% | +106.8% |
| All | -58.9% | +239.3% | -298.2% | -87.5% |
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