+479.1%
JPM vs UAL
+99.5%
+379.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +1.2% | +12.5% | -11.2% | -2.2% |
| 30D | +2.7% | +12.2% | -9.5% | -0.9% |
| 3M | -4.5% | -2.6% | -1.9% | -4.3% |
| 6M | +14.3% | +21.1% | -6.8% | +6.4% |
| YTD | +8.2% | +7.8% | +0.4% | +3.1% |
| 1Y | +10.0% | +25.4% | -15.4% | 0.0% |
| 3Y | +149.0% | +217.3% | -68.4% | +60.9% |
| 5Y | +131.0% | +132.9% | -1.8% | +55.3% |
| 10Y | +479.1% | +101.1% | +377.9% | +271.4% |
| All | +479.1% | +99.5% | +379.6% | +271.4% |
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 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