+139.2%
UAL vs IR
+45.6%
+93.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +3.0% |
| 30D | -16.1% | -15.1% | -1.0% | -4.9% |
| 3M | +6.1% | +6.1% | +0.1% | +1.0% |
| 6M | +10.8% | -16.8% | +27.7% | +26.9% |
| YTD | -0.4% | -3.5% | +3.1% | +1.5% |
| 1Y | +5.0% | -3.5% | +8.5% | +6.2% |
| 3Y | +124.0% | +9.5% | +114.5% | +97.9% |
| All | +139.2% | +45.6% | +93.5% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling