+52.5%
SO vs UAL
+210.6%
-158.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.4% | +1.4% |
| 7D | -1.1% | +10.2% | -11.3% | -1.0% |
| 30D | +8.6% | +12.0% | -3.4% | +8.7% |
| 3M | +1.8% | -7.1% | +8.9% | +1.7% |
| 6M | +3.6% | +20.9% | -17.3% | +3.8% |
| YTD | +9.9% | +7.7% | +2.3% | +10.1% |
| 1Y | +5.7% | +23.6% | -17.8% | +5.7% |
| 3Y | +52.5% | +222.6% | -170.1% | +43.8% |
| All | +52.5% | +210.6% | -158.1% | +43.8% |
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