+433.1%
EOG vs UAL
+242.1%
+191.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +8.2% | -16.1% | +24.3% | +10.6% |
| 3M | +3.8% | +6.1% | -2.3% | +2.2% |
| 6M | +15.3% | +10.8% | +4.5% | +11.8% |
| YTD | +41.7% | -0.4% | +42.1% | +38.8% |
| 1Y | +23.6% | +5.0% | +18.5% | +19.6% |
| 3Y | +23.3% | +124.0% | -100.7% | +3.5% |
| 5Y | +170.4% | +141.0% | +29.4% | +118.5% |
| 10Y | +125.5% | +118.0% | +7.5% | +77.1% |
| All | +433.1% | +242.1% | +191.0% | +236.5% |
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