+155.3%
JPM vs UAL
+142.0%
+13.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -0.2% | -16.1% | +15.9% | +4.0% |
| 3M | +15.9% | +6.1% | +9.7% | +13.4% |
| 6M | +20.9% | +10.8% | +10.1% | +16.1% |
| YTD | +12.9% | -0.4% | +13.3% | +10.9% |
| 1Y | +20.3% | +5.0% | +15.3% | +16.0% |
| 3Y | +160.9% | +124.0% | +36.9% | +100.3% |
| All | +155.3% | +142.0% | +13.3% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling