+424.3%
T vs UAL
+242.1%
+182.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.2% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +11.4% | -16.1% | +27.5% | +13.1% |
| 3M | +14.3% | +6.1% | +8.2% | +13.3% |
| 6M | -9.3% | +10.8% | -20.1% | -10.8% |
| YTD | +7.1% | -0.4% | +7.5% | +6.1% |
| 1Y | -9.1% | +5.0% | -14.1% | -10.7% |
| 3Y | +105.3% | +124.0% | -18.7% | +81.9% |
| 5Y | +66.8% | +141.0% | -74.2% | +44.1% |
| 10Y | +66.8% | +118.0% | -51.2% | +37.5% |
| All | +424.3% | +242.1% | +182.3% | +245.9% |
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