-15.1%
F vs UAL
+127.5%
-142.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | -1.7% |
| 7D | -0.6% | +10.2% | -10.8% | -4.1% |
| 30D | +2.9% | +12.0% | -9.1% | -1.5% |
| 3M | -9.5% | -7.1% | -2.4% | -7.8% |
| 6M | +4.0% | +20.9% | -16.9% | -4.3% |
| YTD | -1.3% | +7.7% | -8.9% | -6.6% |
| 1Y | -1.9% | +23.6% | -25.5% | -12.0% |
| 3Y | +53.5% | +222.6% | -169.1% | -15.7% |
| 5Y | -15.1% | +127.9% | -143.1% | -50.6% |
| All | -15.1% | +127.5% | -142.7% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling