+3,608.8%
SHOP vs UAL
+94.5%
+3,514.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.0% |
| 7D | -5.4% | +8.2% | -13.6% | -7.6% |
| 30D | -10.3% | +2.3% | -12.6% | -11.0% |
| 3M | +1.0% | -12.7% | +13.7% | +5.1% |
| 6M | +41.2% | +12.7% | +28.5% | +35.5% |
| YTD | -7.5% | +0.8% | -8.3% | -9.3% |
| 1Y | -4.6% | +17.8% | -22.4% | -10.7% |
| 3Y | +146.4% | +206.7% | -60.3% | +75.3% |
| 5Y | -2.5% | +113.9% | -116.4% | -26.4% |
| All | +3,608.8% | +94.5% | +3,514.3% | +2,763.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling