+251.3%
UAL vs IT
+1,200.0%
-948.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +5.2% |
| 7D | +0.7% | -6.0% | +6.7% | +4.1% |
| 30D | -16.1% | 0.0% | -16.1% | -17.1% |
| 3M | +6.1% | +13.1% | -6.9% | -7.0% |
| 6M | +10.8% | +11.7% | -0.8% | -5.0% |
| YTD | -0.4% | -26.1% | +25.7% | +7.4% |
| 1Y | +5.0% | -21.3% | +26.3% | +7.0% |
| 3Y | +124.0% | -46.7% | +170.8% | +181.2% |
| 5Y | +141.0% | -40.5% | +181.5% | +170.9% |
| 10Y | +118.0% | +103.9% | +14.1% | -7.1% |
| All | +251.3% | +1,200.0% | -948.7% | -63.4% |
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