+47.5%
UAL vs IR
+322.3%
-274.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.0% |
| 7D | +8.2% | +3.7% | +4.5% | +5.4% |
| 30D | +2.3% | +7.4% | -5.1% | -3.2% |
| 3M | -12.7% | -5.9% | -6.8% | -9.3% |
| 6M | +12.7% | +5.6% | +7.1% | +7.3% |
| YTD | +0.8% | +4.8% | -4.0% | -3.8% |
| 1Y | +17.8% | +6.9% | +10.8% | +10.5% |
| 3Y | +206.7% | +27.6% | +179.1% | +148.1% |
| 5Y | +113.9% | +45.8% | +68.1% | +55.1% |
| All | +47.5% | +322.3% | -274.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling