+44.6%
UAL vs IR
+316.5%
-271.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -2.5% |
| 7D | +5.0% | +2.3% | +2.7% | +3.3% |
| 30D | -1.2% | +3.3% | -4.6% | -3.9% |
| 3M | -16.8% | -9.0% | -7.7% | -11.4% |
| 6M | +18.0% | +8.0% | +9.9% | +10.5% |
| YTD | -1.2% | +3.4% | -4.6% | -4.8% |
| 1Y | +14.3% | +4.5% | +9.8% | +9.1% |
| 3Y | +194.6% | +25.6% | +169.0% | +140.9% |
| 5Y | +109.6% | +43.8% | +65.8% | +53.5% |
| All | +44.6% | +316.5% | -271.9% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling