-29.5%
DOW vs UAL
+109.3%
-138.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.2% |
| 7D | -9.5% | +8.2% | -17.7% | -10.9% |
| 30D | +13.1% | +2.3% | +10.7% | +12.3% |
| 3M | +4.8% | -12.7% | +17.5% | +6.8% |
| 6M | -16.7% | +12.7% | -29.4% | -20.5% |
| YTD | +38.9% | +0.8% | +38.0% | +33.9% |
| 1Y | +48.3% | +17.8% | +30.5% | +36.8% |
| 3Y | -24.4% | +206.7% | -231.0% | -48.0% |
| All | -29.5% | +109.3% | -138.8% | -48.4% |
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