+77.5%
O vs UAL
+83.8%
-6.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.6% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +8.3% | +7.8% | +0.5% | +6.5% |
| 3M | -4.0% | -11.1% | +7.1% | -2.4% |
| 6M | -2.6% | +16.1% | -18.7% | -6.4% |
| YTD | +9.9% | -0.5% | +10.4% | +7.6% |
| 1Y | +9.8% | +11.3% | -1.4% | +5.0% |
| 3Y | +39.7% | +192.8% | -153.1% | +2.1% |
| 5Y | +9.2% | +123.3% | -114.1% | -19.1% |
| All | +77.5% | +83.8% | -6.3% | +13.0% |
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