-4.9%
SHOP vs UAL
+22.8%
-27.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.0% | -0.6% | +4.4% |
| 7D | -9.0% | +11.9% | -21.0% | -12.7% |
| 30D | -4.4% | +5.2% | -9.7% | -6.4% |
| 3M | +24.1% | -12.7% | +36.8% | +29.3% |
| 6M | +20.0% | +28.5% | -8.5% | +8.6% |
| YTD | -4.9% | +3.5% | -8.5% | -6.6% |
| 1Y | -4.9% | +27.5% | -32.4% | -17.1% |
| All | -4.9% | +22.8% | -27.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling