-3.3%
F vs UAL
+25.8%
-29.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.0% | +12.5% | -11.5% | -2.5% |
| 30D | +2.1% | +12.2% | -10.1% | -1.5% |
| 3M | -10.3% | -2.6% | -7.7% | -10.0% |
| 6M | +3.3% | +21.1% | -17.8% | -3.9% |
| YTD | -2.0% | +7.8% | -9.8% | -7.4% |
| All | -3.3% | +25.8% | -29.1% | -13.7% |
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