+248.5%
UAL vs ES
+650.2%
-401.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.6% | -5.6% |
| 7D | +5.0% | +5.9% | -0.9% | +1.9% |
| 30D | -1.2% | +10.2% | -11.4% | -6.3% |
| 3M | -16.8% | +0.4% | -17.2% | -17.1% |
| 6M | +18.0% | +6.9% | +11.1% | +13.2% |
| YTD | -1.2% | +10.5% | -11.7% | -7.6% |
| 1Y | +14.3% | +3.2% | +11.1% | +10.0% |
| 3Y | +194.6% | +49.0% | +145.5% | +122.4% |
| 5Y | +109.6% | +4.5% | +105.2% | +89.1% |
| 10Y | +93.1% | +92.3% | +0.7% | -3.5% |
| All | +248.5% | +650.2% | -401.7% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling