+589.4%
SE vs UAL
+85.6%
+503.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.6% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -2.5% | -16.1% | +13.7% | +2.4% |
| 3M | +21.7% | +6.1% | +15.6% | +19.3% |
| 6M | +27.0% | +10.8% | +16.2% | +22.0% |
| YTD | -12.1% | -0.4% | -11.7% | -13.6% |
| 1Y | -40.9% | +5.0% | -45.9% | -43.1% |
| 3Y | +191.0% | +124.0% | +67.0% | +117.8% |
| 5Y | -68.3% | +141.0% | -209.3% | -77.0% |
| All | +589.4% | +85.6% | +503.7% | +439.6% |
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