+346.1%
UAL vs INDA
+115.1%
+230.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.2% |
| 30D | -16.1% | -0.8% | -15.3% | -15.5% |
| 3M | +6.1% | +3.9% | +2.2% | +3.4% |
| 6M | +10.8% | -0.7% | +11.6% | +12.4% |
| YTD | -0.4% | -7.7% | +7.3% | +6.9% |
| 1Y | +5.0% | -5.1% | +10.1% | +10.3% |
| 3Y | +124.0% | +13.6% | +110.4% | +105.6% |
| 5Y | +141.0% | +7.8% | +133.2% | +133.4% |
| 10Y | +118.0% | +84.6% | +33.4% | +51.5% |
| All | +346.1% | +115.1% | +230.9% | +180.6% |
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