-6.1%
F vs UAL
+10.5%
-16.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | 0.0% | +10.5% | -10.4% | -3.1% |
| 3M | -13.2% | -13.5% | +0.3% | -9.9% |
| 6M | -10.2% | +14.2% | -24.4% | -15.1% |
| YTD | -4.9% | -2.2% | -2.7% | -7.7% |
| 1Y | -6.1% | +12.5% | -18.6% | -13.0% |
| All | -6.1% | +10.5% | -16.6% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling