+365.7%
SE vs UAL
+87.9%
+277.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +2.0% | +8.2% | -6.1% | -0.2% |
| 30D | -20.0% | +2.3% | -22.3% | -20.7% |
| 3M | -31.8% | -12.7% | -19.1% | -29.4% |
| 6M | -15.9% | +12.7% | -28.6% | -19.4% |
| YTD | -40.6% | +0.8% | -41.5% | -42.0% |
| 1Y | -50.7% | +17.8% | -68.5% | -54.0% |
| 3Y | +70.3% | +206.7% | -136.4% | +16.7% |
| 5Y | -78.8% | +113.9% | -192.7% | -84.4% |
| All | +365.7% | +87.9% | +277.8% | +262.1% |
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