+139.2%
UAL vs ALL
+118.4%
+20.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -16.1% | -1.5% | -14.6% | -15.9% |
| 3M | +6.1% | +23.6% | -17.5% | -2.5% |
| 6M | +10.8% | +22.3% | -11.5% | +1.8% |
| YTD | -0.4% | +26.5% | -26.9% | -10.2% |
| 1Y | +5.0% | +27.0% | -22.0% | -5.8% |
| 3Y | +124.0% | +149.6% | -25.6% | +44.6% |
| All | +139.2% | +118.4% | +20.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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