+9.8%
O vs UAL
+16.4%
-6.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +8.3% | +7.8% | +0.5% | +8.1% |
| 3M | -4.0% | -11.1% | +7.1% | -3.9% |
| 6M | -2.6% | +16.1% | -18.7% | -2.9% |
| YTD | +9.9% | -0.5% | +10.4% | +8.6% |
| 1Y | +9.8% | +11.3% | -1.4% | +7.9% |
| All | +9.8% | +16.4% | -6.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling