+404.3%
META vs UAL
+94.5%
+309.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -0.8% | +8.2% | -8.9% | -2.5% |
| 30D | -15.4% | +2.3% | -17.7% | -16.0% |
| 3M | +3.5% | -12.7% | +16.2% | +6.1% |
| 6M | -0.3% | +12.7% | -13.0% | -3.6% |
| YTD | -7.3% | +0.8% | -8.2% | -9.1% |
| 1Y | -1.1% | +17.8% | -18.9% | -6.3% |
| 3Y | +95.1% | +206.7% | -111.6% | +48.1% |
| 5Y | +80.6% | +113.9% | -33.3% | +42.6% |
| All | +404.3% | +94.5% | +309.8% | +304.4% |
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