+6.3%
TSLA vs UAL
+0.7%
+5.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.7% |
| 7D | +3.4% | +3.5% | -0.1% | +2.3% |
| 30D | +12.0% | -16.5% | +28.5% | +17.6% |
| 3M | -10.0% | +2.8% | -12.7% | -11.1% |
| 6M | -7.2% | +17.6% | -24.8% | -12.4% |
| YTD | -18.1% | -3.2% | -14.9% | -19.2% |
| 1Y | +6.3% | +0.4% | +5.8% | -0.2% |
| All | +6.3% | +0.7% | +5.6% | -0.2% |
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