-50.9%
FIX vs UAL
+21.8%
-72.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.6% | -7.0% | -10.2% |
| 7D | -27.2% | +5.0% | -32.3% | -28.5% |
| 30D | -46.9% | -1.2% | -45.7% | -46.7% |
| 3M | -44.4% | -16.8% | -27.6% | -40.8% |
| 6M | -50.9% | +18.0% | -68.9% | -52.4% |
| All | -50.9% | +21.8% | -72.7% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling