+139.4%
SHOP vs UAL
+213.3%
-73.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.6% |
| 7D | -2.5% | +2.3% | -4.7% | -3.5% |
| 30D | -16.7% | +13.3% | -30.1% | -21.3% |
| 3M | -2.2% | -6.3% | +4.1% | +0.3% |
| 6M | +45.6% | +22.5% | +23.1% | +31.2% |
| YTD | -7.3% | +5.9% | -13.1% | -12.3% |
| 1Y | -6.1% | +24.7% | -30.8% | -17.9% |
| All | +139.4% | +213.3% | -73.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling