-69.4%
U vs UAL
+142.0%
-211.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.4% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | +17.5% | -16.1% | +33.6% | +28.8% |
| 3M | +38.7% | +6.1% | +32.6% | +32.2% |
| 6M | +104.4% | +10.8% | +93.6% | +85.4% |
| YTD | -5.7% | -0.4% | -5.3% | -8.6% |
| 1Y | +3.7% | +5.0% | -1.3% | -2.8% |
| 3Y | +12.3% | +124.0% | -111.7% | -39.7% |
| All | -69.4% | +142.0% | -211.5% | -85.8% |
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