+139.2%
UAL vs EXEL
+199.5%
-60.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | +8.4% | -7.7% | -1.8% |
| 30D | -16.1% | +4.1% | -20.2% | -17.3% |
| 3M | +6.1% | +12.4% | -6.3% | +2.3% |
| 6M | +10.8% | +41.5% | -30.7% | -0.4% |
| YTD | -0.4% | +34.6% | -35.0% | -9.4% |
| 1Y | +5.0% | +57.9% | -52.8% | -9.2% |
| 3Y | +124.0% | +159.5% | -35.5% | +61.8% |
| All | +139.2% | +199.5% | -60.4% | +60.4% |
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