+91.1%
UAL vs COMP
-56.6%
+147.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -2.9% |
| 7D | +5.0% | -1.8% | +6.8% | +5.5% |
| 30D | -1.2% | -0.8% | -0.5% | -1.1% |
| 3M | -16.8% | -28.1% | +11.4% | -11.2% |
| 6M | +18.0% | +27.0% | -9.0% | +11.6% |
| YTD | -1.2% | -12.8% | +11.6% | -0.3% |
| 1Y | +14.3% | +4.9% | +9.4% | +11.5% |
| 3Y | +194.6% | +321.0% | -126.4% | +115.0% |
| 5Y | +109.6% | -25.6% | +135.2% | +88.2% |
| All | +91.1% | -56.6% | +147.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 all: compounded portfolio wealth divided by compounded COMP 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…
all analysis · Full analysis span regression · 6 months rolling