+346.6%
T vs UAL
+246.2%
+100.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +1.0% | +8.2% | -7.1% | +0.2% |
| 30D | -10.6% | +2.3% | -12.9% | -10.9% |
| 3M | -7.7% | -12.7% | +4.9% | -6.8% |
| 6M | -13.3% | +12.7% | -26.0% | -14.8% |
| YTD | -8.8% | +0.8% | -9.6% | -9.9% |
| 1Y | -8.4% | +17.8% | -26.2% | -11.0% |
| 3Y | +59.6% | +206.7% | -147.1% | +36.8% |
| 5Y | +52.1% | +113.9% | -61.8% | +32.9% |
| 10Y | +56.9% | +97.0% | -40.1% | +30.3% |
| All | +346.6% | +246.2% | +100.4% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling