+39.5%
UAL vs FOXA
+90.8%
-51.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +4.8% |
| 7D | +0.7% | -4.0% | +4.7% | +3.4% |
| 30D | -16.1% | +12.0% | -28.1% | -22.8% |
| 3M | +6.1% | +0.3% | +5.9% | +2.3% |
| 6M | +10.8% | +12.5% | -1.6% | -3.2% |
| YTD | -0.4% | -9.6% | +9.2% | +1.8% |
| 1Y | +5.0% | +8.6% | -3.6% | -8.1% |
| 3Y | +124.0% | +118.5% | +5.5% | +15.4% |
| 5Y | +141.0% | +88.8% | +52.2% | +36.6% |
| All | +39.5% | +90.8% | -51.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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