+96.5%
UAL vs P
+686.0%
-589.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -3.1% |
| 7D | +2.3% | -4.7% | +7.0% | +3.3% |
| 30D | +13.3% | -31.4% | +44.8% | +25.1% |
| 3M | -6.3% | -2.6% | -3.7% | -7.9% |
| 6M | +22.5% | +21.9% | +0.6% | +9.5% |
| YTD | +5.9% | +58.9% | -53.1% | -14.4% |
| 1Y | +24.7% | +21.7% | +2.9% | +6.9% |
| 3Y | +211.6% | +193.3% | +18.3% | +81.8% |
| 5Y | +130.6% | +275.1% | -144.6% | +17.9% |
| 10Y | +96.5% | +655.3% | -558.9% | -23.6% |
| All | +96.5% | +686.0% | -589.5% | -23.6% |
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