+1,563.7%
META vs UAL
+429.1%
+1,134.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.5% | -0.2% |
| 7D | +2.9% | +11.9% | -9.1% | +0.4% |
| 30D | -15.1% | +5.2% | -20.3% | -16.2% |
| 3M | +7.2% | -12.7% | +20.0% | +9.9% |
| 6M | +3.4% | +28.5% | -25.1% | -2.8% |
| YTD | -4.3% | +3.5% | -7.8% | -6.7% |
| 1Y | +0.8% | +27.5% | -26.8% | -6.1% |
| 3Y | +102.2% | +208.6% | -106.4% | +52.6% |
| 5Y | +89.4% | +135.6% | -46.2% | +47.3% |
| 10Y | +426.7% | +102.3% | +324.5% | +284.4% |
| All | +1,563.7% | +429.1% | +1,134.6% | +799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling