+23.8%
SLB vs UAL
+239.3%
-215.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.8% | -3.0% |
| 7D | -7.7% | +5.0% | -12.8% | -8.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.8% |
| 3M | 0.0% | -16.8% | +16.7% | +2.5% |
| 6M | -10.4% | +18.0% | -28.4% | -13.9% |
| YTD | +31.5% | -1.2% | +32.7% | +29.3% |
| 1Y | +39.1% | +14.3% | +24.8% | +33.2% |
| 3Y | -5.7% | +194.6% | -200.3% | -25.2% |
| 5Y | +65.4% | +109.6% | -44.2% | +34.8% |
| 10Y | -15.6% | +93.1% | -108.6% | -33.6% |
| All | +23.8% | +239.3% | -215.5% | -19.1% |
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 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