+609.2%
RSP vs UAL
+242.1%
+367.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -0.3% | -16.1% | +15.8% | +2.5% |
| 3M | +4.3% | +6.1% | -1.9% | +2.8% |
| 6M | +8.8% | +10.8% | -2.0% | +5.9% |
| YTD | +15.3% | -0.4% | +15.7% | +13.8% |
| 1Y | +18.3% | +5.0% | +13.3% | +15.4% |
| 3Y | +52.8% | +124.0% | -71.2% | +26.9% |
| 5Y | +51.7% | +141.0% | -89.3% | +21.2% |
| 10Y | +208.5% | +118.0% | +90.5% | +130.6% |
| All | +609.2% | +242.1% | +367.1% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling