+446.5%
UAL vs FANG
+1,273.9%
-827.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | -3.0% | +4.0% | -7.1% | -4.2% |
| 30D | +10.5% | -5.8% | +16.2% | +11.7% |
| 3M | -13.5% | -6.7% | -6.8% | -12.7% |
| 6M | +14.2% | -6.4% | +20.6% | +13.4% |
| YTD | -2.2% | +25.9% | -28.2% | -13.4% |
| 1Y | +12.5% | +31.1% | -18.6% | -2.0% |
| 3Y | +186.8% | +31.3% | +155.5% | +144.9% |
| 5Y | +119.4% | +108.3% | +11.1% | +54.0% |
| 10Y | +81.4% | +156.4% | -75.0% | -11.2% |
| All | +446.5% | +1,273.9% | -827.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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