+57.8%
UAL vs IR
+336.9%
-279.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.0% |
| 7D | +12.5% | +1.5% | +10.9% | +11.3% |
| 30D | +12.2% | +9.0% | +3.2% | +5.2% |
| 3M | -2.6% | -0.9% | -1.7% | -2.5% |
| 6M | +21.1% | +13.4% | +7.7% | +9.6% |
| YTD | +7.8% | +8.5% | -0.6% | +0.4% |
| 1Y | +25.4% | +11.3% | +14.1% | +14.4% |
| 3Y | +217.3% | +26.0% | +191.3% | +159.2% |
| 5Y | +132.9% | +47.9% | +85.0% | +67.3% |
| All | +57.8% | +336.9% | -279.1% | -29.6% |
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