+28.5%
UAL vs EXPD
+39.0%
-10.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.2% | +11.2% | +8.5% |
| 7D | +11.9% | +0.3% | +11.6% | +11.4% |
| 30D | +5.2% | +1.8% | +3.4% | +4.5% |
| 3M | -12.7% | +8.9% | -21.6% | -14.4% |
| 6M | +28.5% | +42.2% | -13.7% | +18.8% |
| All | +28.5% | +39.0% | -10.4% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling