+57.8%
T vs UAL
+121.6%
-63.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | 0.0% |
| 7D | +1.6% | +0.7% | +1.0% | +1.6% |
| 30D | -2.9% | +7.8% | -10.7% | -3.5% |
| 3M | -7.5% | -11.1% | +3.6% | -6.9% |
| 6M | -9.9% | +16.1% | -26.0% | -11.2% |
| YTD | -6.4% | -0.5% | -5.9% | -7.2% |
| 1Y | -9.4% | +11.3% | -20.7% | -11.1% |
| 3Y | +64.9% | +192.8% | -128.0% | +37.4% |
| All | +57.8% | +121.6% | -63.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling