+200.6%
UAL vs EXPD
+72.7%
+127.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -2.7% |
| 7D | +5.0% | -4.8% | +9.8% | +7.0% |
| 30D | -1.2% | -1.5% | +0.3% | -0.8% |
| 3M | -16.8% | +4.1% | -20.9% | -18.4% |
| 6M | +18.0% | +24.0% | -6.1% | +6.6% |
| YTD | -1.2% | +27.4% | -28.6% | -12.6% |
| 1Y | +14.3% | +38.4% | -24.1% | -3.2% |
| All | +200.6% | +72.7% | +127.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling