+441.2%
UAL vs FANG
+1,373.6%
-932.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | -16.5% | +6.8% | -23.2% | -18.4% |
| 3M | +2.8% | +1.3% | +1.5% | +1.1% |
| 6M | +17.6% | +11.8% | +5.8% | +10.3% |
| YTD | -3.2% | +35.1% | -38.3% | -15.3% |
| 1Y | +0.4% | +48.9% | -48.5% | -15.3% |
| 3Y | +128.2% | +42.8% | +85.3% | +91.0% |
| 5Y | +137.7% | +230.3% | -92.6% | +44.0% |
| 10Y | +99.1% | +167.0% | -67.9% | -3.5% |
| All | +441.2% | +1,373.6% | -932.4% | +108.4% |
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