+101.1%
UAL vs OMC
+56.4%
+44.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +12.5% | +6.8% | +5.6% | +7.3% |
| 30D | +12.2% | +16.2% | -4.0% | +0.2% |
| 3M | -2.6% | +6.0% | -8.6% | -7.7% |
| 6M | +21.1% | +17.7% | +3.4% | +4.2% |
| YTD | +7.8% | +13.5% | -5.6% | -8.1% |
| 1Y | +25.4% | +27.2% | -1.8% | -3.9% |
| 3Y | +217.3% | +30.4% | +186.9% | +130.8% |
| 5Y | +132.9% | +53.5% | +79.4% | +41.6% |
| 10Y | +101.1% | +57.0% | +44.1% | +16.7% |
| All | +101.1% | +56.4% | +44.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling