+255.6%
UAL vs EAT
+1,011.2%
-755.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.5% |
| 7D | +8.2% | -2.6% | +10.8% | +9.7% |
| 30D | +2.3% | +11.5% | -9.1% | -4.1% |
| 3M | -12.7% | -9.1% | -3.6% | -10.4% |
| 6M | +12.7% | +40.4% | -27.7% | -8.8% |
| YTD | +0.8% | +43.9% | -43.1% | -20.9% |
| 1Y | +17.8% | +101.9% | -84.2% | -23.5% |
| 3Y | +206.7% | +489.9% | -283.2% | +5.2% |
| 5Y | +113.9% | +362.6% | -248.8% | -22.7% |
| 10Y | +97.0% | +385.7% | -288.7% | -47.3% |
| All | +255.6% | +1,011.2% | -755.6% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling