+250.9%
UAL vs IT
+1,230.8%
-979.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.4% |
| 7D | +0.7% | -3.7% | +4.3% | +2.7% |
| 30D | +7.8% | -3.1% | +10.9% | +8.4% |
| 3M | -11.1% | +6.3% | -17.4% | -17.1% |
| 6M | +16.1% | +24.8% | -8.7% | -7.8% |
| YTD | -0.5% | -24.4% | +23.8% | +3.1% |
| 1Y | +11.3% | -17.1% | +28.4% | +8.3% |
| 3Y | +192.8% | -53.6% | +246.5% | +298.5% |
| 5Y | +123.3% | -42.5% | +165.8% | +152.9% |
| 10Y | +84.6% | +88.8% | -4.2% | -18.1% |
| All | +250.9% | +1,230.8% | -979.9% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling