+12,787.7%
FIX vs UAL
+255.5%
+12,532.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.0% | -23.1% | -16.7% |
| 7D | -18.9% | +11.9% | -30.8% | -21.1% |
| 30D | -36.3% | +5.2% | -41.5% | -37.2% |
| 3M | -38.5% | -12.7% | -25.8% | -37.1% |
| 6M | -42.3% | +28.5% | -70.8% | -45.6% |
| YTD | +17.1% | +3.5% | +13.6% | +14.9% |
| 1Y | +14.4% | +27.5% | -13.1% | +7.6% |
| 3Y | +486.7% | +208.6% | +278.1% | +354.7% |
| 5Y | +1,083.7% | +135.6% | +948.2% | +838.1% |
| 10Y | +3,932.4% | +102.3% | +3,830.2% | +2,940.5% |
| All | +12,787.7% | +255.5% | +12,532.2% | +6,736.6% |
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