+49.9%
F vs UAL
+223.7%
-173.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.0% | +12.5% | -11.5% | -2.4% |
| 30D | +2.1% | +12.2% | -10.1% | -1.3% |
| 3M | -10.3% | -2.6% | -7.7% | -10.0% |
| 6M | +3.3% | +21.1% | -17.8% | -3.2% |
| YTD | -2.0% | +7.8% | -9.8% | -6.2% |
| 1Y | -2.3% | +25.4% | -27.7% | -10.4% |
| 3Y | +49.9% | +217.3% | -167.5% | -8.0% |
| All | +49.9% | +223.7% | -173.8% | -8.0% |
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 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