+255.6%
UAL vs OMC
+267.9%
-12.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.7% |
| 7D | +8.2% | +6.3% | +1.9% | +3.0% |
| 30D | +2.3% | +15.4% | -13.0% | -9.4% |
| 3M | -12.7% | +5.8% | -18.4% | -17.7% |
| 6M | +12.7% | +14.7% | -2.0% | -2.6% |
| YTD | +0.8% | +10.3% | -9.5% | -14.0% |
| 1Y | +17.8% | +23.2% | -5.5% | -9.9% |
| 3Y | +206.7% | +24.6% | +182.1% | +125.6% |
| 5Y | +113.9% | +50.1% | +63.8% | +29.5% |
| 10Y | +97.0% | +54.3% | +42.7% | +13.3% |
| All | +255.6% | +267.9% | -12.3% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling