+107.5%
UAL vs EXPE
+176.0%
-68.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.6% |
| 7D | +0.7% | -9.5% | +10.2% | +7.3% |
| 30D | -16.1% | -6.6% | -9.5% | -12.8% |
| 3M | +6.1% | +31.4% | -25.2% | -12.2% |
| 6M | +10.8% | +35.2% | -24.3% | -12.1% |
| YTD | -0.4% | +5.8% | -6.2% | -9.3% |
| 1Y | +5.0% | +38.7% | -33.6% | -22.2% |
| 3Y | +124.0% | +175.8% | -51.8% | -2.8% |
| 5Y | +141.0% | +111.8% | +29.1% | +18.1% |
| All | +107.5% | +176.0% | -68.5% | -37.3% |
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