+72.1%
F vs UAL
+95.5%
-23.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -2.1% | +2.3% | -4.4% | -3.1% |
| 30D | +3.3% | +13.3% | -10.0% | -1.6% |
| 3M | -11.3% | -6.3% | -5.0% | -9.9% |
| 6M | +5.3% | +22.5% | -17.2% | -3.7% |
| YTD | -2.2% | +5.9% | -8.1% | -7.1% |
| 1Y | -3.5% | +24.7% | -28.2% | -13.9% |
| 3Y | +49.5% | +211.6% | -162.1% | -13.1% |
| 5Y | -13.5% | +130.6% | -144.1% | -45.9% |
| All | +72.1% | +95.5% | -23.4% | -1.4% |
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