-4.9%
DOW vs UAL
+38.9%
-43.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.3% |
| 7D | -9.5% | +8.2% | -17.7% | -11.5% |
| 30D | +13.1% | +2.3% | +10.7% | +11.9% |
| 3M | +4.8% | -12.7% | +17.5% | +7.5% |
| 6M | -16.7% | +12.7% | -29.4% | -21.7% |
| YTD | +38.9% | +0.8% | +38.0% | +31.6% |
| 1Y | +48.3% | +17.8% | +30.5% | +33.7% |
| 3Y | -24.4% | +206.7% | -231.0% | -52.1% |
| 5Y | -29.2% | +113.9% | -143.1% | -52.4% |
| All | -4.9% | +38.9% | -43.8% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling