+1,232.9%
TER vs UAL
+239.3%
+993.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.7% | -14.1% |
| 7D | -28.2% | +5.0% | -33.2% | -29.2% |
| 30D | -50.6% | -1.2% | -49.3% | -50.5% |
| 3M | -45.3% | -16.8% | -28.6% | -42.9% |
| 6M | -40.4% | +18.0% | -58.3% | -42.7% |
| YTD | +10.0% | -1.2% | +11.2% | +10.4% |
| 1Y | +13.6% | +14.3% | -0.7% | +10.2% |
| 3Y | +145.2% | +194.6% | -49.3% | +87.6% |
| 5Y | +50.4% | +109.6% | -59.3% | +21.5% |
| 10Y | +882.9% | +93.1% | +789.9% | +624.3% |
| All | +1,232.9% | +239.3% | +993.6% | +517.9% |
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