+116.5%
UAL vs IR
+46.0%
+70.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.5% |
| 7D | -3.0% | +2.5% | -5.6% | -4.8% |
| 30D | +10.5% | +9.2% | +1.3% | +3.0% |
| 3M | -13.5% | +0.9% | -14.4% | -14.6% |
| 6M | +14.2% | +19.2% | -5.0% | -1.4% |
| YTD | -2.2% | +7.5% | -9.7% | -9.0% |
| 1Y | +12.5% | +11.7% | +0.8% | +1.3% |
| 3Y | +186.8% | +23.9% | +162.9% | +126.6% |
| All | +116.5% | +46.0% | +70.5% | +39.4% |
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