+594.2%
EMR vs UAL
+242.1%
+352.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -5.6% | -16.1% | +10.5% | -2.7% |
| 3M | +7.9% | +6.1% | +1.8% | +6.6% |
| 6M | +6.0% | +10.8% | -4.8% | +3.6% |
| YTD | +16.4% | -0.4% | +16.8% | +15.8% |
| 1Y | +16.6% | +5.0% | +11.6% | +14.5% |
| 3Y | +62.9% | +124.0% | -61.2% | +36.6% |
| 5Y | +60.1% | +141.0% | -80.9% | +29.1% |
| 10Y | +268.8% | +118.0% | +150.7% | +182.2% |
| All | +594.2% | +242.1% | +352.1% | +287.8% |
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