+588.7%
SO vs UAL
+239.3%
+349.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | +0.4% | +5.0% | -4.6% | +0.1% |
| 30D | +9.2% | -1.2% | +10.5% | +9.2% |
| 3M | +1.1% | -16.8% | +17.9% | +1.9% |
| 6M | -1.1% | +18.0% | -19.0% | -2.1% |
| YTD | +9.7% | -1.2% | +10.9% | +9.1% |
| 1Y | +5.5% | +14.3% | -8.8% | +4.1% |
| 3Y | +47.0% | +194.6% | -147.5% | +36.2% |
| 5Y | +77.6% | +109.6% | -32.0% | +65.6% |
| 10Y | +181.0% | +93.1% | +87.9% | +153.8% |
| All | +588.7% | +239.3% | +349.4% | +465.8% |
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 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