+13.8%
FIX vs UAL
+21.5%
-7.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | +12.5% | -26.4% | -18.0% |
| 30D | -35.5% | +12.2% | -47.7% | -38.6% |
| 3M | -33.9% | -2.6% | -31.3% | -33.5% |
| 6M | -43.3% | +21.1% | -64.4% | -48.2% |
| YTD | +18.7% | +7.8% | +10.9% | +9.0% |
| 1Y | +13.8% | +25.4% | -11.6% | -0.6% |
| All | +13.8% | +21.5% | -7.8% | -0.6% |
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 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