+117.6%
UAL vs P
+449.6%
-332.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.4% | +11.8% | +0.1% |
| 7D | +5.0% | -31.9% | +36.9% | +16.0% |
| 30D | -1.2% | -36.5% | +35.3% | +10.9% |
| 3M | -16.8% | +11.6% | -28.4% | -21.8% |
| 6M | +18.0% | +25.2% | -7.2% | +4.6% |
| YTD | -1.2% | +39.4% | -40.6% | -16.1% |
| 1Y | +14.3% | -3.7% | +18.0% | +5.9% |
| 3Y | +194.6% | +167.3% | +27.3% | +83.1% |
| 5Y | +109.6% | +237.3% | -127.7% | +16.3% |
| 10Y | +93.1% | +698.6% | -605.6% | -21.5% |
| All | +117.6% | +449.6% | -332.1% | -9.5% |
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