+280.6%
EMR vs UAL
+97.8%
+182.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -2.0% | +2.3% | -4.2% | -2.6% |
| 30D | +2.8% | +13.3% | -10.5% | -0.9% |
| 3M | +2.0% | -6.3% | +8.3% | +3.4% |
| 6M | +20.7% | +22.5% | -1.8% | +12.9% |
| YTD | +27.3% | +5.9% | +21.4% | +23.3% |
| 1Y | +31.0% | +24.7% | +6.3% | +21.2% |
| 3Y | +103.6% | +211.6% | -108.0% | +39.6% |
| 5Y | +88.6% | +130.6% | -42.0% | +33.6% |
| 10Y | +280.6% | +96.5% | +184.2% | +168.6% |
| All | +280.6% | +97.8% | +182.9% | +168.6% |
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