+382.8%
UAL vs INDA
+122.9%
+259.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +12.5% | +6.2% | +6.3% | +7.5% |
| 30D | +12.2% | +12.4% | -0.2% | +2.7% |
| 3M | -2.6% | +3.2% | -5.7% | -4.6% |
| 6M | +21.1% | +3.8% | +17.3% | +18.5% |
| YTD | +7.8% | -4.3% | +12.1% | +12.9% |
| 1Y | +25.4% | -4.5% | +29.9% | +31.3% |
| 3Y | +217.3% | +17.1% | +200.3% | +184.9% |
| 5Y | +132.9% | +11.0% | +121.8% | +120.8% |
| 10Y | +101.1% | +107.5% | -6.4% | +31.9% |
| All | +382.8% | +122.9% | +259.9% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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