+92.6%
UAL vs P
+713.7%
-621.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.0% |
| 7D | +8.2% | -23.8% | +32.0% | +16.2% |
| 30D | +2.3% | -36.6% | +39.0% | +15.6% |
| 3M | -12.7% | +10.9% | -23.6% | -18.0% |
| 6M | +12.7% | +30.0% | -17.3% | -1.9% |
| YTD | +0.8% | +44.4% | -43.6% | -16.1% |
| 1Y | +17.8% | +3.9% | +13.8% | +6.0% |
| 3Y | +206.7% | +176.6% | +30.1% | +82.0% |
| 5Y | +113.9% | +249.3% | -135.4% | +11.7% |
| All | +92.6% | +713.7% | -621.1% | -26.4% |
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