+112.3%
UAL vs IT
-43.2%
+155.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.1% | +3.3% |
| 7D | +8.2% | -16.9% | +25.1% | +14.3% |
| 30D | +2.3% | +2.3% | 0.0% | +0.9% |
| 3M | -12.7% | +2.9% | -15.5% | -15.0% |
| 6M | +12.7% | +25.9% | -13.2% | -0.8% |
| YTD | +0.8% | -24.6% | +25.5% | +9.4% |
| 1Y | +17.8% | -16.0% | +33.8% | +20.4% |
| 3Y | +206.7% | -51.6% | +258.3% | +320.7% |
| All | +112.3% | -43.2% | +155.4% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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