+265.2%
UAL vs EXPD
+590.9%
-325.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.2% | +11.2% | +10.3% |
| 7D | +11.9% | +0.3% | +11.6% | +11.4% |
| 30D | +5.2% | +1.8% | +3.4% | +3.5% |
| 3M | -12.7% | +8.9% | -21.6% | -18.5% |
| 6M | +28.5% | +42.2% | -13.7% | -2.4% |
| YTD | +3.5% | +33.4% | -29.8% | -19.0% |
| 1Y | +27.5% | +47.2% | -19.6% | -7.5% |
| 3Y | +208.6% | +81.3% | +127.3% | +84.5% |
| 5Y | +135.6% | +60.2% | +75.4% | +49.3% |
| 10Y | +102.3% | +339.5% | -237.3% | -45.1% |
| All | +265.2% | +590.9% | -325.7% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling