+8,434.7%
SHOP vs UAL
+83.9%
+8,350.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.6% | -16.1% | +16.7% | +5.9% |
| 3M | +25.0% | +6.1% | +18.9% | +22.2% |
| 6M | +11.9% | +10.8% | +1.1% | +7.0% |
| YTD | -9.9% | -0.4% | -9.5% | -11.3% |
| 1Y | 0.0% | +5.0% | -5.1% | -3.4% |
| 3Y | +117.5% | +124.0% | -6.5% | +66.0% |
| 5Y | -6.6% | +141.0% | -147.6% | -31.0% |
| 10Y | +3,320.3% | +118.0% | +3,202.3% | +2,241.7% |
| All | +8,434.7% | +83.9% | +8,350.8% | +6,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling