+54.1%
T vs UAL
+106.7%
-52.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | 0.0% |
| 7D | +1.7% | +10.2% | -8.5% | +0.5% |
| 30D | -1.7% | +12.0% | -13.7% | -3.1% |
| 3M | -7.3% | -7.1% | -0.2% | -6.8% |
| 6M | -11.2% | +20.9% | -32.1% | -13.7% |
| YTD | -8.1% | +7.7% | -15.7% | -10.1% |
| 1Y | -8.0% | +23.6% | -31.6% | -11.7% |
| 3Y | +62.1% | +222.6% | -160.4% | +30.5% |
| 5Y | +55.7% | +127.9% | -72.2% | +28.5% |
| 10Y | +54.1% | +100.2% | -46.1% | +19.4% |
| All | +54.1% | +106.7% | -52.6% | +19.4% |
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