-6.2%
DOW vs UAL
+48.3%
-54.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -3.1% |
| 7D | -9.4% | +10.2% | -19.6% | -11.9% |
| 30D | +8.9% | +12.0% | -3.1% | +5.2% |
| 3M | +6.7% | -7.1% | +13.8% | +7.6% |
| 6M | -14.2% | +20.9% | -35.1% | -20.9% |
| YTD | +36.9% | +7.7% | +29.3% | +27.5% |
| 1Y | +45.8% | +23.6% | +22.2% | +29.9% |
| 3Y | -23.9% | +222.6% | -246.5% | -52.4% |
| 5Y | -30.8% | +127.9% | -158.7% | -54.3% |
| All | -6.2% | +48.3% | -54.5% | -19.1% |
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