+550.1%
SO vs UAL
+242.1%
+308.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -4.6% | -16.1% | +11.5% | -3.8% |
| 3M | -3.0% | +6.1% | -9.2% | -3.4% |
| 6M | -8.3% | +10.8% | -19.1% | -9.0% |
| YTD | +3.5% | -0.4% | +3.9% | +3.0% |
| 1Y | -0.9% | +5.0% | -6.0% | -1.8% |
| 3Y | +45.4% | +124.0% | -78.7% | +36.7% |
| 5Y | +59.6% | +141.0% | -81.4% | +47.8% |
| 10Y | +156.6% | +118.0% | +38.6% | +130.7% |
| All | +550.1% | +242.1% | +308.0% | +434.3% |
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