+109.6%
UAL vs RACE
+65.1%
+44.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -3.2% |
| 7D | +5.0% | +5.7% | -0.6% | +1.9% |
| 30D | -1.2% | +9.3% | -10.5% | -5.9% |
| 3M | -16.8% | +3.8% | -20.6% | -18.6% |
| 6M | +18.0% | +29.8% | -11.8% | +1.6% |
| YTD | -1.2% | +15.6% | -16.8% | -10.0% |
| 1Y | +14.3% | +5.1% | +9.3% | +9.7% |
| 3Y | +194.6% | +30.8% | +163.8% | +122.2% |
| 5Y | +109.6% | +67.4% | +42.2% | +13.6% |
| All | +109.6% | +65.1% | +44.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling