+14.4%
FIX vs UAL
+22.8%
-8.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.0% | -23.1% | -17.9% |
| 7D | -18.9% | +11.9% | -30.8% | -23.0% |
| 30D | -36.3% | +5.2% | -41.5% | -37.8% |
| 3M | -38.5% | -12.7% | -25.8% | -35.4% |
| 6M | -42.3% | +28.5% | -70.8% | -48.9% |
| YTD | +17.1% | +3.5% | +13.6% | +9.3% |
| 1Y | +14.4% | +27.5% | -13.1% | -4.0% |
| All | +14.4% | +22.8% | -8.4% | -4.0% |
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 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