+592.1%
JPM vs UAL
+98.4%
+493.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | -1.4% | -13.4% | +12.0% | +2.6% |
| 3M | +13.9% | -2.3% | +16.2% | +13.8% |
| 6M | +23.5% | +13.3% | +10.2% | +16.9% |
| YTD | +11.6% | -4.2% | +15.8% | +10.5% |
| 1Y | +21.4% | +1.4% | +20.0% | +17.3% |
| 3Y | +163.4% | +125.8% | +37.6% | +88.7% |
| 5Y | +152.5% | +130.0% | +22.5% | +69.8% |
| 10Y | +592.1% | +104.2% | +487.9% | +328.2% |
| All | +592.1% | +98.4% | +493.7% | +328.2% |
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