+275.4%
ORCL vs UAL
+83.8%
+191.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | 0.0% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | -11.2% | +7.8% | -19.0% | -12.5% |
| 3M | -16.8% | -11.1% | -5.7% | -15.4% |
| 6M | -31.5% | +16.1% | -47.6% | -33.7% |
| YTD | -33.9% | -0.5% | -33.4% | -34.8% |
| 1Y | -43.3% | +11.3% | -54.5% | -45.0% |
| 3Y | +16.5% | +192.8% | -176.4% | -4.9% |
| 5Y | +45.4% | +123.3% | -77.9% | +20.3% |
| All | +275.4% | +83.8% | +191.7% | +218.0% |
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 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