+0.4%
DOW vs UAL
+37.0%
-36.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.4% |
| 7D | +3.7% | +0.7% | +3.0% | +3.2% |
| 30D | +16.3% | +7.8% | +8.5% | +13.3% |
| 3M | +9.7% | -11.1% | +20.8% | +11.8% |
| 6M | -14.1% | +16.1% | -30.2% | -20.2% |
| YTD | +46.6% | -0.5% | +47.1% | +39.1% |
| 1Y | +56.8% | +11.3% | +45.6% | +43.6% |
| 3Y | -20.4% | +192.8% | -213.2% | -48.9% |
| 5Y | -27.4% | +123.3% | -150.7% | -52.1% |
| All | +0.4% | +37.0% | -36.6% | -11.7% |
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