+99.5%
U vs UAL
+197.6%
-98.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.6% |
| 7D | +36.6% | +8.2% | +28.4% | +31.0% |
| 30D | +13.3% | +2.3% | +11.0% | +11.5% |
| 3M | +26.2% | -12.7% | +38.9% | +33.3% |
| 6M | +88.7% | +12.7% | +76.1% | +74.2% |
| YTD | +16.6% | +0.8% | +15.7% | +12.7% |
| 1Y | +29.0% | +17.8% | +11.2% | +14.6% |
| 3Y | +99.5% | +206.7% | -107.2% | -9.1% |
| All | +99.5% | +197.6% | -98.1% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling