-15.1%
TSLA vs UAL
+21.4%
-36.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.2% | +3.5% |
| 7D | -6.4% | +10.2% | -16.6% | -9.0% |
| 30D | -1.2% | +12.0% | -13.2% | -4.6% |
| 3M | +15.1% | -7.1% | +22.1% | +17.0% |
| 6M | -11.7% | +20.9% | -32.6% | -17.4% |
| YTD | -15.9% | +7.7% | -23.6% | -20.1% |
| All | -15.1% | +21.4% | -36.4% | -22.6% |
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