+206.7%
UAL vs FDS
-23.2%
+229.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.6% |
| 7D | +8.2% | -0.5% | +8.7% | +8.3% |
| 30D | +2.3% | +20.2% | -17.9% | -0.4% |
| 3M | -12.7% | +19.9% | -32.6% | -15.3% |
| 6M | +12.7% | +56.2% | -43.5% | +2.1% |
| YTD | +0.8% | +14.6% | -13.7% | +1.8% |
| 1Y | +17.8% | +31.6% | -13.8% | +9.9% |
| 3Y | +206.7% | -23.8% | +230.5% | +291.9% |
| All | +206.7% | -23.2% | +229.9% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling