+11,295.3%
FIX vs UAL
+239.3%
+11,056.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.6% | -7.0% | -10.6% |
| 7D | -27.2% | +5.0% | -32.3% | -28.2% |
| 30D | -46.9% | -1.2% | -45.7% | -46.9% |
| 3M | -44.4% | -16.8% | -27.6% | -42.5% |
| 6M | -50.9% | +18.0% | -68.9% | -52.9% |
| YTD | +3.5% | -1.2% | +4.7% | +2.7% |
| 1Y | -2.1% | +14.3% | -16.4% | -5.8% |
| 3Y | +418.7% | +194.6% | +224.2% | +306.3% |
| 5Y | +894.6% | +109.6% | +784.9% | +706.8% |
| 10Y | +3,465.5% | +93.1% | +3,372.4% | +2,616.9% |
| All | +11,295.3% | +239.3% | +11,056.0% | +6,009.0% |
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 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