+7.4%
O vs UAL
+117.7%
-110.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -0.4% | -3.0% | +2.7% | -0.2% |
| 30D | +7.1% | +10.5% | -3.3% | +6.2% |
| 3M | -5.2% | -13.5% | +8.3% | -4.3% |
| 6M | -1.8% | +14.2% | -16.0% | -3.3% |
| YTD | +9.1% | -2.2% | +11.3% | +8.2% |
| 1Y | +9.7% | +12.5% | -2.8% | +7.3% |
| 3Y | +39.1% | +186.8% | -147.7% | +17.4% |
| All | +7.4% | +117.7% | -110.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling