+82.7%
O vs UAL
+99.5%
-16.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +3.5% | +12.5% | -8.9% | +1.3% |
| 30D | +10.4% | +12.2% | -1.8% | +7.9% |
| 3M | -2.4% | -2.6% | +0.2% | -2.4% |
| 6M | -1.2% | +21.1% | -22.3% | -5.7% |
| YTD | +10.4% | +7.8% | +2.6% | +6.6% |
| 1Y | +11.4% | +25.4% | -14.0% | +4.2% |
| 3Y | +40.4% | +217.3% | -177.0% | +1.1% |
| 5Y | +12.1% | +132.9% | -120.7% | -17.3% |
| 10Y | +82.7% | +101.1% | -18.4% | +11.0% |
| All | +82.7% | +99.5% | -16.8% | +11.0% |
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