+246.0%
ORCL vs UAL
+99.5%
+146.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -6.5% | +12.5% | -19.0% | -8.4% |
| 30D | -16.6% | +12.2% | -28.8% | -18.3% |
| 3M | -21.6% | -2.6% | -19.0% | -21.5% |
| 6M | -39.4% | +21.1% | -60.4% | -41.7% |
| YTD | -38.7% | +7.8% | -46.5% | -40.2% |
| 1Y | -50.4% | +25.4% | -75.8% | -52.8% |
| 3Y | +8.1% | +217.3% | -209.3% | -12.8% |
| 5Y | +34.5% | +132.9% | -98.3% | +10.4% |
| 10Y | +246.0% | +101.1% | +144.9% | +187.7% |
| All | +246.0% | +99.5% | +146.5% | +187.7% |
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