+116.5%
UAL vs EXEL
+281.2%
-164.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | +10.5% | +13.1% | -2.7% | +6.3% |
| 3M | -13.5% | +36.3% | -49.8% | -21.8% |
| 6M | +14.2% | +34.5% | -20.3% | +3.6% |
| YTD | -2.2% | +57.4% | -59.7% | -15.9% |
| 1Y | +12.5% | +62.9% | -50.4% | -4.4% |
| 3Y | +186.8% | +229.5% | -42.7% | +85.1% |
| All | +116.5% | +281.2% | -164.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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