+61.4%
T vs UAL
+97.8%
-36.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.7% |
| 7D | +2.0% | +2.3% | -0.3% | +1.7% |
| 30D | -1.0% | +13.3% | -14.4% | -2.5% |
| 3M | -8.1% | -6.3% | -1.8% | -7.7% |
| 6M | -8.3% | +22.5% | -30.8% | -11.0% |
| YTD | -6.1% | +5.9% | -12.0% | -8.0% |
| 1Y | -7.4% | +24.7% | -32.0% | -11.2% |
| 3Y | +65.4% | +211.6% | -146.1% | +33.8% |
| 5Y | +57.6% | +130.6% | -72.9% | +29.8% |
| 10Y | +61.4% | +96.5% | -35.1% | +29.7% |
| All | +61.4% | +97.8% | -36.4% | +29.7% |
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