+44.5%
F vs UAL
+191.7%
-147.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.4% | +0.2% |
| 7D | +1.4% | +5.0% | -3.6% | 0.0% |
| 30D | +2.0% | -1.2% | +3.3% | +2.1% |
| 3M | -10.4% | -16.8% | +6.4% | -6.1% |
| 6M | +9.7% | +18.0% | -8.2% | +3.6% |
| YTD | -1.2% | -1.2% | 0.0% | -3.1% |
| 1Y | 0.0% | +14.3% | -14.3% | -5.9% |
| All | +44.5% | +191.7% | -147.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling