+251.3%
UAL vs ES
+632.5%
-381.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -16.1% | -2.0% | -14.1% | -15.3% |
| 3M | +6.1% | +1.7% | +4.5% | +4.9% |
| 6M | +10.8% | -3.5% | +14.4% | +12.4% |
| YTD | -0.4% | +7.9% | -8.3% | -5.6% |
| 1Y | +5.0% | +17.2% | -12.1% | -6.0% |
| 3Y | +124.0% | +29.3% | +94.7% | +83.1% |
| 5Y | +141.0% | -5.7% | +146.7% | +131.0% |
| 10Y | +118.0% | +85.2% | +32.8% | +11.6% |
| All | +251.3% | +632.5% | -381.2% | -51.4% |
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