+255.6%
UAL vs EXPE
+690.8%
-435.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +4.6% |
| 7D | +8.2% | -9.3% | +17.5% | +13.1% |
| 30D | +2.3% | +0.1% | +2.2% | +1.0% |
| 3M | -12.7% | -15.3% | +2.6% | -6.6% |
| 6M | +12.7% | +5.5% | +7.2% | +6.6% |
| YTD | +0.8% | -8.0% | +8.8% | -0.6% |
| 1Y | +17.8% | +18.9% | -1.1% | +0.2% |
| 3Y | +206.7% | +135.5% | +71.2% | +76.4% |
| 5Y | +113.9% | +44.3% | +69.6% | +53.5% |
| 10Y | +97.0% | +117.7% | -20.7% | +9.6% |
| All | +255.6% | +690.8% | -435.2% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling