-14.7%
TSLA vs UAL
+21.5%
-36.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -4.7% | +12.5% | -17.1% | -7.9% |
| 30D | -0.8% | +12.2% | -13.0% | -4.2% |
| 3M | +14.8% | -2.6% | +17.4% | +15.1% |
| 6M | -11.3% | +21.1% | -32.4% | -17.1% |
| YTD | -15.6% | +7.8% | -23.4% | -19.7% |
| 1Y | -14.7% | +25.4% | -40.1% | -22.3% |
| All | -14.7% | +21.5% | -36.2% | -22.3% |
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