+2,315.0%
EW vs UAL
+242.1%
+2,073.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +1.0% | -16.1% | +17.1% | +2.8% |
| 3M | +2.8% | +6.1% | -3.3% | +2.0% |
| 6M | +5.5% | +10.8% | -5.4% | +3.8% |
| YTD | +5.5% | -0.4% | +5.8% | +4.7% |
| 1Y | +11.0% | +5.0% | +6.0% | +9.4% |
| 3Y | +17.7% | +124.0% | -106.3% | +5.1% |
| 5Y | -25.7% | +141.0% | -166.7% | -35.1% |
| 10Y | +132.8% | +118.0% | +14.8% | +95.2% |
| All | +2,315.0% | +242.1% | +2,073.0% | +1,589.5% |
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