-6.4%
T vs UAL
+22.8%
-29.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +2.3% |
| 7D | +5.5% | +11.9% | -6.5% | +5.9% |
| 30D | -8.9% | +5.2% | -14.2% | -8.8% |
| 3M | -5.6% | -12.7% | +7.1% | -6.3% |
| 6M | -14.3% | +28.5% | -42.8% | -12.9% |
| YTD | -7.9% | +3.5% | -11.4% | -7.8% |
| 1Y | -6.4% | +27.5% | -33.9% | -7.2% |
| All | -6.4% | +22.8% | -29.3% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling