-13.3%
TSLA vs UAL
+22.8%
-36.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -5.5% |
| 7D | -4.7% | +11.9% | -16.6% | -7.9% |
| 30D | +1.7% | +5.2% | -3.5% | -0.1% |
| 3M | +17.7% | -12.7% | +30.4% | +21.8% |
| 6M | -1.9% | +28.5% | -30.4% | -10.0% |
| YTD | -14.3% | +3.5% | -17.9% | -17.7% |
| 1Y | -13.3% | +27.5% | -40.8% | -22.7% |
| All | -13.3% | +22.8% | -36.1% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling