+139.2%
UAL vs IT
-40.5%
+179.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +4.0% |
| 7D | +0.7% | -6.0% | +6.7% | +2.6% |
| 30D | -16.1% | 0.0% | -16.1% | -16.6% |
| 3M | +6.1% | +13.1% | -6.9% | -0.6% |
| 6M | +10.8% | +11.7% | -0.8% | +2.8% |
| YTD | -0.4% | -26.1% | +25.7% | +9.7% |
| 1Y | +5.0% | -21.3% | +26.3% | +10.8% |
| 3Y | +124.0% | -46.7% | +170.8% | +189.2% |
| All | +139.2% | -40.5% | +179.7% | +159.3% |
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