-68.4%
U vs UAL
+109.3%
-177.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.4% |
| 7D | +36.6% | +8.2% | +28.4% | +29.9% |
| 30D | +13.3% | +2.3% | +11.0% | +11.2% |
| 3M | +26.2% | -12.7% | +38.9% | +34.6% |
| 6M | +88.7% | +12.7% | +76.1% | +71.2% |
| YTD | +16.6% | +0.8% | +15.7% | +11.1% |
| 1Y | +29.0% | +17.8% | +11.2% | +11.2% |
| 3Y | +99.5% | +206.7% | -107.2% | -16.6% |
| All | -68.4% | +109.3% | -177.7% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling