-37.4%
DOW vs UAL
+142.0%
-179.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | +0.4% | -16.1% | +16.5% | +3.5% |
| 3M | -14.4% | +6.1% | -20.5% | -16.6% |
| 6M | -7.0% | +10.8% | -17.8% | -11.7% |
| YTD | +30.2% | -0.4% | +30.6% | +26.3% |
| 1Y | +29.2% | +5.0% | +24.2% | +23.0% |
| 3Y | -36.7% | +124.0% | -160.7% | -52.8% |
| All | -37.4% | +142.0% | -179.5% | -55.7% |
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 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