-26.6%
U vs UAL
+191.5%
-218.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.2% |
| 30D | +7.6% | +7.8% | -0.2% | +3.1% |
| 3M | +12.7% | -11.1% | +23.8% | +17.7% |
| 6M | +87.0% | +16.1% | +70.9% | +69.8% |
| YTD | +13.6% | -0.5% | +14.1% | +10.0% |
| 1Y | +25.3% | +11.3% | +14.0% | +14.6% |
| 3Y | +85.8% | +192.8% | -107.1% | +1.1% |
| 5Y | -74.5% | +123.3% | -197.7% | -85.2% |
| All | -26.6% | +191.5% | -218.1% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling