-8.3%
SHOP vs UAL
+0.7%
-9.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.5% |
| 7D | -4.1% | +3.5% | -7.5% | -5.2% |
| 30D | -11.5% | -16.5% | +4.9% | -5.8% |
| 3M | +21.1% | +2.8% | +18.3% | +19.2% |
| 6M | +3.0% | +17.6% | -14.6% | -4.7% |
| YTD | -16.7% | -3.2% | -13.5% | -16.1% |
| 1Y | -8.3% | +0.4% | -8.7% | -9.1% |
| All | -8.3% | +0.7% | -9.0% | -9.1% |
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