+79.8%
F vs UAL
+94.5%
-14.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.4% |
| 7D | +1.6% | +8.2% | -6.6% | -1.4% |
| 30D | +2.6% | +2.3% | +0.3% | +1.4% |
| 3M | -8.8% | -12.7% | +3.9% | -4.9% |
| 6M | +4.6% | +12.7% | -8.1% | -1.4% |
| YTD | -1.9% | +0.8% | -2.7% | -5.1% |
| 1Y | -0.8% | +17.8% | -18.5% | -9.5% |
| 3Y | +43.5% | +206.7% | -163.2% | -16.0% |
| 5Y | -12.1% | +113.9% | -125.9% | -43.4% |
| All | +79.8% | +94.5% | -14.7% | +15.2% |
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