+46.1%
RSP vs UAL
+110.9%
-64.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.0% |
| 7D | -1.4% | +5.0% | -6.5% | -2.5% |
| 30D | +2.1% | -1.2% | +3.4% | +2.2% |
| 3M | -0.9% | -16.8% | +15.8% | +2.4% |
| 6M | +7.5% | +18.0% | -10.4% | +2.9% |
| YTD | +14.6% | -1.2% | +15.8% | +12.7% |
| 1Y | +17.6% | +14.3% | +3.3% | +11.9% |
| 3Y | +60.8% | +194.6% | -133.8% | +17.5% |
| 5Y | +46.1% | +109.6% | -63.5% | +11.3% |
| All | +46.1% | +110.9% | -64.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling