+273.4%
UAL vs OMC
+278.6%
-5.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +2.3% | +1.6% | +0.7% | +1.0% |
| 30D | +13.3% | +15.3% | -2.0% | +0.6% |
| 3M | -6.3% | +4.5% | -10.8% | -10.7% |
| 6M | +22.5% | +20.8% | +1.7% | +1.4% |
| YTD | +5.9% | +13.5% | -7.7% | -11.8% |
| 1Y | +24.7% | +25.2% | -0.6% | -5.7% |
| 3Y | +211.6% | +30.5% | +181.1% | +120.6% |
| 5Y | +130.6% | +52.7% | +77.9% | +37.9% |
| 10Y | +96.5% | +55.2% | +41.3% | +12.8% |
| All | +273.4% | +278.6% | -5.2% | -17.4% |
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