+57.5%
UAL vs IR
+342.0%
-284.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +3.4% |
| 7D | +10.2% | +5.0% | +5.2% | +6.4% |
| 30D | +12.0% | +10.3% | +1.7% | +4.1% |
| 3M | -7.1% | -0.1% | -7.0% | -7.5% |
| 6M | +20.9% | +14.8% | +6.1% | +8.5% |
| YTD | +7.7% | +9.7% | -2.1% | -0.6% |
| 1Y | +23.6% | +12.2% | +11.3% | +12.1% |
| 3Y | +222.6% | +30.0% | +192.6% | +157.6% |
| 5Y | +127.9% | +46.8% | +81.1% | +64.5% |
| All | +57.5% | +342.0% | -284.5% | -30.3% |
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