+311.3%
EMR vs UAL
+94.5%
+216.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -1.6% | +8.2% | -9.7% | -3.8% |
| 30D | +2.0% | +2.3% | -0.4% | +1.1% |
| 3M | +3.8% | -12.7% | +16.5% | +7.4% |
| 6M | +10.5% | +12.7% | -2.2% | +5.8% |
| YTD | +23.7% | +0.8% | +22.9% | +21.5% |
| 1Y | +25.4% | +17.8% | +7.6% | +17.8% |
| 3Y | +86.6% | +206.7% | -120.1% | +28.4% |
| 5Y | +83.0% | +113.9% | -30.9% | +32.4% |
| All | +311.3% | +94.5% | +216.8% | +204.4% |
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 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