+186.8%
UAL vs EAT
+476.7%
-289.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -3.0% | -4.0% | +0.9% | -1.6% |
| 30D | +10.5% | -2.9% | +13.4% | +11.1% |
| 3M | -13.5% | -16.9% | +3.4% | -8.0% |
| 6M | +14.2% | +57.0% | -42.7% | -7.7% |
| YTD | -2.2% | +38.2% | -40.4% | -17.8% |
| 1Y | +12.5% | +69.3% | -56.8% | -14.0% |
| 3Y | +186.8% | +483.0% | -296.2% | +32.2% |
| All | +186.8% | +476.7% | -289.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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