+112.3%
UAL vs ES
+1.4%
+110.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.8% |
| 7D | +8.2% | +1.9% | +6.3% | +7.6% |
| 30D | +2.3% | +7.1% | -4.7% | +0.5% |
| 3M | -12.7% | -1.9% | -10.7% | -12.4% |
| 6M | +12.7% | +4.4% | +8.3% | +11.2% |
| YTD | +0.8% | +7.3% | -6.5% | -1.7% |
| 1Y | +17.8% | +2.1% | +15.6% | +16.0% |
| 3Y | +206.7% | +41.8% | +164.8% | +166.3% |
| All | +112.3% | +1.4% | +110.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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