+346.9%
ORCL vs UAL
+118.5%
+228.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +10.0% | -16.1% | +26.1% | +13.1% |
| 3M | -32.6% | +6.1% | -38.7% | -33.5% |
| 6M | +4.9% | +10.8% | -5.9% | +2.2% |
| YTD | -17.8% | -0.4% | -17.4% | -18.6% |
| 1Y | -28.0% | +5.0% | -33.0% | -29.5% |
| 3Y | +36.0% | +124.0% | -88.0% | +15.6% |
| 5Y | +88.7% | +141.0% | -52.3% | +54.8% |
| All | +346.9% | +118.5% | +228.4% | +259.8% |
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