-4.6%
SHOP vs UAL
+18.2%
-22.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.8% |
| 7D | -5.4% | +8.2% | -13.6% | -8.0% |
| 30D | -10.3% | +2.3% | -12.6% | -11.1% |
| 3M | +1.0% | -12.7% | +13.7% | +5.5% |
| 6M | +41.2% | +12.7% | +28.5% | +34.4% |
| YTD | -7.5% | +0.8% | -8.3% | -7.9% |
| 1Y | -4.6% | +17.8% | -22.4% | -12.5% |
| All | -4.6% | +18.2% | -22.8% | -12.5% |
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