+77.0%
SO vs UAL
+109.3%
-32.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.1% |
| 7D | -1.5% | +8.2% | -9.6% | -1.6% |
| 30D | +8.1% | +2.3% | +5.7% | +8.0% |
| 3M | +0.2% | -12.7% | +12.9% | +0.4% |
| 6M | +0.4% | +12.7% | -12.3% | +0.1% |
| YTD | +8.5% | +0.8% | +7.7% | +8.3% |
| 1Y | +4.9% | +17.8% | -12.8% | +4.2% |
| 3Y | +47.9% | +206.7% | -158.8% | +38.1% |
| All | +77.0% | +109.3% | -32.3% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling