+59.6%
T vs UAL
+197.6%
-138.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.9% |
| 7D | +1.0% | +8.2% | -7.1% | +1.1% |
| 30D | -10.6% | +2.3% | -12.9% | -10.6% |
| 3M | -7.7% | -12.7% | +4.9% | -7.9% |
| 6M | -13.3% | +12.7% | -26.0% | -13.2% |
| YTD | -8.8% | +0.8% | -9.6% | -8.7% |
| 1Y | -8.4% | +17.8% | -26.2% | -8.4% |
| 3Y | +59.6% | +206.7% | -147.1% | +62.0% |
| All | +59.6% | +197.6% | -138.0% | +62.0% |
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