+747.9%
SPY vs UAL
+246.2%
+501.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -2.7% | +8.2% | -10.9% | -3.8% |
| 30D | -5.4% | +2.3% | -7.7% | -5.8% |
| 3M | -4.1% | -12.7% | +8.6% | -2.5% |
| 6M | +0.7% | +12.7% | -12.0% | -1.6% |
| YTD | +8.7% | +0.8% | +7.8% | +7.2% |
| 1Y | +10.9% | +17.8% | -6.9% | +6.8% |
| 3Y | +75.0% | +206.7% | -131.7% | +43.4% |
| 5Y | +67.8% | +113.9% | -46.1% | +41.4% |
| 10Y | +312.9% | +97.0% | +215.9% | +225.7% |
| All | +747.9% | +246.2% | +501.7% | +394.5% |
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