-27.5%
DOW vs UAL
+117.7%
-145.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +5.2% | -3.0% | +8.3% | +5.6% |
| 30D | +13.2% | +10.5% | +2.7% | +10.7% |
| 3M | +10.1% | -13.5% | +23.6% | +12.2% |
| 6M | -13.1% | +14.2% | -27.3% | -17.6% |
| YTD | +46.1% | -2.2% | +48.4% | +41.4% |
| 1Y | +50.0% | +12.5% | +37.5% | +39.6% |
| 3Y | -20.2% | +186.8% | -207.1% | -44.5% |
| All | -27.5% | +117.7% | -145.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling