+19.9%
JPM vs UAL
+0.5%
+19.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.3% | -2.0% | -0.4% | -2.0% |
| 30D | -2.3% | -15.7% | +13.3% | +0.9% |
| 3M | +14.9% | +3.6% | +11.3% | +13.2% |
| 6M | +23.6% | +16.9% | +6.7% | +17.1% |
| YTD | +11.3% | -4.8% | +16.1% | +10.5% |
| 1Y | +19.9% | -0.9% | +20.8% | +17.7% |
| All | +19.9% | +0.5% | +19.4% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling