+96.5%
UAL vs EXPE
+121.2%
-24.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -3.3% |
| 7D | +2.3% | -17.8% | +20.0% | +14.7% |
| 30D | +13.3% | -3.2% | +16.6% | +13.9% |
| 3M | -6.3% | -19.0% | +12.7% | +4.4% |
| 6M | +22.5% | +17.7% | +4.8% | +6.3% |
| YTD | +5.9% | -7.8% | +13.6% | +2.8% |
| 1Y | +24.7% | -1.4% | +26.0% | +15.5% |
| 3Y | +211.6% | +121.9% | +89.6% | +54.4% |
| 5Y | +130.6% | +44.3% | +86.3% | +46.0% |
| 10Y | +96.5% | +125.4% | -28.9% | -35.2% |
| All | +96.5% | +121.2% | -24.7% | -35.2% |
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