+303.9%
SPY vs UAL
+94.5%
+209.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | -2.7% | +8.2% | -10.9% | -4.2% |
| 30D | -5.4% | +2.3% | -7.7% | -6.0% |
| 3M | -4.1% | -12.7% | +8.6% | -2.0% |
| 6M | +0.7% | +12.7% | -12.0% | -2.4% |
| YTD | +8.7% | +0.8% | +7.8% | +6.7% |
| 1Y | +10.9% | +17.8% | -6.9% | +5.5% |
| 3Y | +75.0% | +206.7% | -131.7% | +34.1% |
| 5Y | +67.8% | +113.9% | -46.1% | +33.0% |
| All | +303.9% | +94.5% | +209.4% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling