+63.1%
T vs UAL
+223.7%
-160.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +12.5% | -9.9% | +2.6% |
| 30D | -1.1% | +12.2% | -13.3% | -1.0% |
| 3M | -7.7% | -2.6% | -5.2% | -7.8% |
| 6M | -10.6% | +21.1% | -31.7% | -10.5% |
| YTD | -7.5% | +7.8% | -15.3% | -7.3% |
| 1Y | -7.4% | +25.4% | -32.8% | -7.4% |
| 3Y | +63.1% | +217.3% | -154.3% | +63.2% |
| All | +63.1% | +223.7% | -160.6% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling