+359.4%
ORLY vs UAL
+106.0%
+253.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | -7.6% | -15.7% | +8.1% | -6.1% |
| 3M | -5.5% | +3.6% | -9.1% | -6.0% |
| 6M | -9.7% | +16.9% | -26.6% | -11.6% |
| YTD | -6.2% | -4.8% | -1.5% | -6.7% |
| 1Y | -18.6% | -0.9% | -17.7% | -19.6% |
| 3Y | +33.8% | +124.5% | -90.6% | +16.7% |
| 5Y | +116.5% | +140.2% | -23.6% | +82.0% |
| All | +359.4% | +106.0% | +253.3% | +291.8% |
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