+251.3%
UAL vs EXPE
+809.2%
-557.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.4% |
| 7D | +0.7% | -9.5% | +10.2% | +6.1% |
| 30D | -16.1% | -6.6% | -9.5% | -13.4% |
| 3M | +6.1% | +31.4% | -25.2% | -8.9% |
| 6M | +10.8% | +35.2% | -24.3% | -7.8% |
| YTD | -0.4% | +5.8% | -6.2% | -7.3% |
| 1Y | +5.0% | +38.7% | -33.6% | -16.7% |
| 3Y | +124.0% | +175.8% | -51.8% | +19.5% |
| 5Y | +141.0% | +111.8% | +29.1% | +43.5% |
| 10Y | +118.0% | +179.7% | -61.7% | +9.1% |
| All | +251.3% | +809.2% | -557.9% | -34.6% |
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 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