+145.5%
TER vs UAL
+191.7%
-46.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.7% | -13.0% |
| 7D | -28.2% | +5.0% | -33.2% | -30.1% |
| 30D | -50.6% | -1.2% | -49.3% | -50.4% |
| 3M | -45.3% | -16.8% | -28.6% | -40.5% |
| 6M | -40.4% | +18.0% | -58.3% | -45.2% |
| YTD | +10.0% | -1.2% | +11.2% | +8.9% |
| 1Y | +13.6% | +14.3% | -0.7% | +5.6% |
| All | +145.5% | +191.7% | -46.2% | +43.7% |
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