+12.5%
UAL vs OMC
+24.0%
-11.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | -3.0% | +1.9% | -4.9% | -3.2% |
| 30D | +10.5% | +12.2% | -1.7% | +9.4% |
| 3M | -13.5% | +0.6% | -14.1% | -13.6% |
| 6M | +14.2% | +21.0% | -6.8% | +12.8% |
| YTD | -2.2% | +12.4% | -14.6% | -1.1% |
| 1Y | +12.5% | +25.4% | -12.9% | +13.3% |
| All | +12.5% | +24.0% | -11.5% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling