+47.9%
SO vs UAL
+197.6%
-149.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.1% |
| 7D | -1.5% | +8.2% | -9.6% | -1.4% |
| 30D | +8.1% | +2.3% | +5.7% | +8.1% |
| 3M | +0.2% | -12.7% | +12.9% | +0.1% |
| 6M | +0.4% | +12.7% | -12.3% | +0.5% |
| YTD | +8.5% | +0.8% | +7.7% | +8.6% |
| 1Y | +4.9% | +17.8% | -12.8% | +4.9% |
| 3Y | +47.9% | +206.7% | -158.8% | +39.7% |
| All | +47.9% | +197.6% | -149.7% | +39.7% |
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