-13.1%
SLB vs UAL
+80.6%
-93.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +3.5% | -3.0% | +6.5% | +4.3% |
| 30D | +6.5% | +10.5% | -3.9% | +2.5% |
| 3M | -0.2% | -13.5% | +13.3% | +3.3% |
| 6M | -5.7% | +14.2% | -19.9% | -12.2% |
| YTD | +36.8% | -2.2% | +39.1% | +31.9% |
| 1Y | +45.8% | +12.5% | +33.3% | +33.7% |
| 3Y | +3.4% | +186.8% | -183.5% | -37.6% |
| 5Y | +76.1% | +119.4% | -43.2% | +8.6% |
| All | -13.1% | +80.6% | -93.6% | -48.0% |
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 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