+117.4%
INTC vs UAL
+83.8%
+33.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.5% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | -40.5% | +7.8% | -48.2% | -41.8% |
| 3M | -39.4% | -11.1% | -28.3% | -37.6% |
| 6M | -49.3% | +16.1% | -65.3% | -51.3% |
| YTD | +65.9% | -0.5% | +66.4% | +64.8% |
| 1Y | +61.5% | +11.3% | +50.2% | +56.3% |
| 3Y | +59.6% | +192.8% | -133.2% | +19.2% |
| 5Y | +31.2% | +123.3% | -92.1% | +0.5% |
| All | +117.4% | +83.8% | +33.7% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling