+581.1%
ON vs UAL
+115.8%
+465.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | -3.3% | -16.1% | +12.8% | +4.5% |
| 3M | -43.6% | +6.1% | -49.7% | -45.6% |
| 6M | +19.0% | +10.8% | +8.1% | +11.3% |
| YTD | +37.4% | -0.4% | +37.8% | +33.5% |
| 1Y | +54.8% | +5.0% | +49.7% | +46.1% |
| 3Y | -25.2% | +124.0% | -149.2% | -53.5% |
| 5Y | +62.7% | +141.0% | -78.3% | -7.2% |
| All | +581.1% | +115.8% | +465.4% | +282.5% |
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 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