+2,136.9%
TER vs UAL
+242.1%
+1,894.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -8.3% | -16.1% | +7.8% | -4.2% |
| 3M | -12.2% | +6.1% | -18.4% | -13.3% |
| 6M | +17.1% | +10.8% | +6.2% | +14.7% |
| YTD | +84.7% | -0.4% | +85.1% | +85.3% |
| 1Y | +199.9% | +5.0% | +194.9% | +196.8% |
| 3Y | +232.8% | +124.0% | +108.7% | +170.6% |
| 5Y | +198.6% | +141.0% | +57.6% | +133.9% |
| 10Y | +1,669.7% | +118.0% | +1,551.7% | +1,173.7% |
| All | +2,136.9% | +242.1% | +1,894.9% | +936.7% |
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 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