+68.3%
O vs UAL
+94.5%
-26.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +3.7% | +8.2% | -4.4% | +2.2% |
| 30D | +11.2% | +2.3% | +8.9% | +10.5% |
| 3M | -4.0% | -12.7% | +8.7% | -2.0% |
| 6M | -5.2% | +12.7% | -17.9% | -8.3% |
| YTD | +9.5% | +0.8% | +8.7% | +7.0% |
| 1Y | +10.6% | +17.8% | -7.2% | +4.6% |
| 3Y | +38.1% | +206.7% | -168.6% | 0.0% |
| 5Y | +10.2% | +113.9% | -103.7% | -17.3% |
| All | +68.3% | +94.5% | -26.2% | +2.9% |
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