+280.4%
EMR vs UAL
+80.6%
+199.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.5% |
| 7D | +2.8% | -3.0% | +5.9% | +3.7% |
| 30D | +3.7% | +10.5% | -6.8% | +0.6% |
| 3M | +2.0% | -13.5% | +15.5% | +5.7% |
| 6M | +22.1% | +14.2% | +7.9% | +16.4% |
| YTD | +27.2% | -2.2% | +29.5% | +25.9% |
| 1Y | +32.0% | +12.5% | +19.5% | +25.5% |
| 3Y | +103.3% | +186.8% | -83.6% | +42.5% |
| 5Y | +88.2% | +119.4% | -31.1% | +35.1% |
| All | +280.4% | +80.6% | +199.8% | +173.4% |
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