+76.8%
UAL vs EXPE
+126.2%
-49.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.3% |
| 7D | +0.7% | -4.2% | +4.9% | +3.2% |
| 30D | +7.8% | -4.5% | +12.3% | +9.2% |
| 3M | -11.1% | -19.7% | +8.6% | -0.4% |
| 6M | +16.1% | +18.3% | -2.2% | +0.4% |
| YTD | -0.5% | -7.3% | +6.8% | -3.7% |
| 1Y | +11.3% | -3.9% | +15.2% | +4.8% |
| 3Y | +192.8% | +123.0% | +69.8% | +44.6% |
| 5Y | +123.3% | +47.9% | +75.3% | +38.7% |
| All | +76.8% | +126.2% | -49.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling