+88.2%
EMR vs UAL
+116.7%
-28.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +1.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.4% |
| 30D | +2.1% | +7.8% | -5.7% | -0.2% |
| 3M | +2.3% | -11.1% | +13.3% | +5.1% |
| 6M | +22.5% | +16.1% | +6.4% | +16.5% |
| YTD | +27.2% | -0.5% | +27.7% | +25.2% |
| 1Y | +28.0% | +11.3% | +16.7% | +22.3% |
| 3Y | +103.4% | +192.8% | -89.4% | +48.5% |
| 5Y | +88.2% | +123.3% | -35.1% | +42.9% |
| All | +88.2% | +116.7% | -28.5% | +42.9% |
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