-52.5%
C vs UAL
+242.1%
-294.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.1% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +0.1% | -16.1% | +16.2% | +5.9% |
| 3M | +2.4% | +6.1% | -3.7% | -0.2% |
| 6M | +24.9% | +10.8% | +14.1% | +18.8% |
| YTD | +19.8% | -0.4% | +20.2% | +17.8% |
| 1Y | +44.9% | +5.0% | +39.8% | +39.1% |
| 3Y | +263.0% | +124.0% | +139.0% | +157.1% |
| 5Y | +129.5% | +141.0% | -11.5% | +50.1% |
| 10Y | +291.6% | +118.0% | +173.6% | +134.9% |
| All | -52.5% | +242.1% | -294.5% | -85.5% |
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