+968.7%
ON vs UAL
+242.1%
+726.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -3.3% | -16.1% | +12.8% | +1.6% |
| 3M | -43.6% | +6.1% | -49.7% | -44.8% |
| 6M | +19.0% | +10.8% | +8.1% | +14.5% |
| YTD | +37.4% | -0.4% | +37.8% | +35.5% |
| 1Y | +54.8% | +5.0% | +49.7% | +50.2% |
| 3Y | -25.2% | +124.0% | -149.2% | -43.0% |
| 5Y | +62.7% | +141.0% | -78.3% | +19.4% |
| 10Y | +574.3% | +118.0% | +456.3% | +375.9% |
| All | +968.7% | +242.1% | +726.6% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling