+304.8%
CSCO vs UAL
+94.5%
+210.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.3% |
| 7D | -10.2% | +8.2% | -18.4% | -11.4% |
| 30D | -20.1% | +2.3% | -22.4% | -20.4% |
| 3M | -22.4% | -12.7% | -9.7% | -20.9% |
| 6M | +2.8% | +12.7% | -9.9% | 0.0% |
| YTD | +23.6% | +0.8% | +22.8% | +21.6% |
| 1Y | +34.0% | +17.8% | +16.3% | +28.4% |
| 3Y | +89.3% | +206.7% | -117.4% | +50.6% |
| 5Y | +87.9% | +113.9% | -26.0% | +53.4% |
| All | +304.8% | +94.5% | +210.3% | +262.5% |
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 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