+99.1%
UAL vs OMC
+32.3%
+66.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -1.5% |
| 7D | +3.5% | -5.8% | +9.2% | +7.7% |
| 30D | -16.5% | -4.8% | -11.6% | -13.7% |
| 3M | +2.8% | +9.2% | -6.5% | -5.7% |
| 6M | +17.6% | -2.5% | +20.1% | +17.2% |
| YTD | -3.2% | +2.6% | -5.8% | -10.6% |
| 1Y | +0.4% | +5.9% | -5.5% | -11.3% |
| 3Y | +128.2% | +14.2% | +114.0% | +85.2% |
| 5Y | +137.7% | +33.2% | +104.5% | +62.2% |
| 10Y | +99.1% | +33.4% | +65.7% | +27.9% |
| All | +99.1% | +32.3% | +66.9% | +27.9% |
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