+238.5%
TER vs UAL
+127.4%
+111.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | -16.1% | +7.8% | -0.2% |
| 3M | -12.2% | +6.1% | -18.4% | -14.4% |
| 6M | +17.1% | +10.8% | +6.2% | +11.4% |
| YTD | +84.7% | -0.4% | +85.1% | +82.9% |
| 1Y | +199.9% | +5.0% | +194.9% | +189.1% |
| All | +238.5% | +127.4% | +111.1% | +125.8% |
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 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