+301.0%
CSCO vs UAL
+93.6%
+207.4%
-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 | -22.1% | -12.7% | -9.4% | -20.6% |
| 6M | +3.2% | +12.7% | -9.5% | +0.4% |
| YTD | +24.1% | +0.8% | +23.3% | +22.1% |
| 1Y | +34.6% | +17.8% | +16.8% | +28.9% |
| 3Y | +90.0% | +206.7% | -116.7% | +51.2% |
| 5Y | +88.6% | +113.9% | -25.3% | +54.0% |
| All | +301.0% | +93.6% | +207.4% | +256.4% |
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