+251.3%
UAL vs OMC
+248.3%
+3.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +4.6% |
| 7D | +0.7% | -6.4% | +7.1% | +5.9% |
| 30D | -16.1% | +1.1% | -17.2% | -17.5% |
| 3M | +6.1% | +10.4% | -4.3% | -4.3% |
| 6M | +10.8% | -1.7% | +12.6% | +9.5% |
| YTD | -0.4% | +4.4% | -4.8% | -10.6% |
| 1Y | +5.0% | +8.4% | -3.4% | -10.5% |
| 3Y | +124.0% | +14.4% | +109.6% | +78.6% |
| 5Y | +141.0% | +33.9% | +107.1% | +61.7% |
| 10Y | +118.0% | +34.9% | +83.2% | +42.0% |
| All | +251.3% | +248.3% | +3.0% | -16.3% |
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 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