+101.1%
UAL vs P
+691.2%
-590.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +12.5% | -13.3% | +25.8% | +16.8% |
| 30D | +12.2% | -34.0% | +46.2% | +25.4% |
| 3M | -2.6% | +4.1% | -6.7% | -6.3% |
| 6M | +21.1% | +30.5% | -9.4% | +5.5% |
| YTD | +7.8% | +52.2% | -44.4% | -11.7% |
| 1Y | +25.4% | +10.3% | +15.1% | +11.0% |
| 3Y | +217.3% | +180.9% | +36.5% | +87.7% |
| 5Y | +132.9% | +259.7% | -126.8% | +20.6% |
| 10Y | +101.1% | +652.6% | -551.5% | -22.4% |
| All | +101.1% | +691.2% | -590.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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