+119.3%
UAL vs P
+485.4%
-366.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.1% |
| 7D | +0.7% | +6.5% | -5.8% | -1.2% |
| 30D | -16.1% | +18.8% | -34.9% | -21.0% |
| 3M | +6.1% | +26.7% | -20.6% | -2.9% |
| 6M | +10.8% | +62.2% | -51.3% | -7.4% |
| YTD | -0.4% | +48.5% | -48.9% | -15.3% |
| 1Y | +5.0% | +26.4% | -21.4% | -8.9% |
| 3Y | +124.0% | +159.4% | -35.4% | +43.7% |
| 5Y | +141.0% | +275.8% | -134.8% | +31.9% |
| 10Y | +118.0% | +732.0% | -614.0% | -11.1% |
| All | +119.3% | +485.4% | -366.0% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling