+794.3%
RTX vs UAL
+242.1%
+552.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -9.4% | -16.1% | +6.7% | -6.8% |
| 3M | +12.3% | +6.1% | +6.2% | +10.7% |
| 6M | -3.1% | +10.8% | -14.0% | -5.7% |
| YTD | +10.7% | -0.4% | +11.1% | +9.2% |
| 1Y | +28.4% | +5.0% | +23.4% | +24.9% |
| 3Y | +147.1% | +124.0% | +23.0% | +102.0% |
| 5Y | +167.2% | +141.0% | +26.3% | +108.8% |
| 10Y | +274.7% | +118.0% | +156.7% | +179.9% |
| All | +794.3% | +242.1% | +552.2% | +378.2% |
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