+365.1%
SE vs UAL
+84.1%
+281.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.6% | -1.1% | -4.4% |
| 7D | -1.2% | +5.0% | -6.2% | -2.5% |
| 30D | -21.7% | -1.2% | -20.4% | -21.5% |
| 3M | -34.2% | -16.8% | -17.4% | -31.0% |
| 6M | -10.5% | +18.0% | -28.4% | -15.3% |
| YTD | -40.7% | -1.2% | -39.5% | -41.7% |
| 1Y | -52.1% | +14.3% | -66.4% | -54.9% |
| 3Y | +68.9% | +194.6% | -125.7% | +17.1% |
| 5Y | -78.9% | +109.6% | -188.5% | -84.3% |
| All | +365.1% | +84.1% | +281.0% | +263.6% |
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