+270.4%
F vs UAL
+242.1%
+28.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +4.6% | -16.1% | +20.7% | +9.5% |
| 3M | -3.7% | +6.1% | -9.8% | -5.8% |
| 6M | +16.8% | +10.8% | +6.0% | +12.4% |
| YTD | +15.3% | -0.4% | +15.7% | +13.5% |
| 1Y | +31.0% | +5.0% | +26.0% | +26.6% |
| 3Y | +45.4% | +124.0% | -78.6% | +9.0% |
| 5Y | +54.7% | +141.0% | -86.3% | +11.2% |
| 10Y | +98.2% | +118.0% | -19.8% | +32.0% |
| All | +270.4% | +242.1% | +28.4% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling