+103.9%
UAL vs RACE
+639.5%
-535.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -4.7% |
| 7D | +0.7% | -4.0% | +4.7% | +3.0% |
| 30D | +7.8% | +3.5% | +4.2% | +5.9% |
| 3M | -11.1% | -0.4% | -10.7% | -10.9% |
| 6M | +16.1% | +23.2% | -7.1% | +3.3% |
| YTD | -0.5% | +11.0% | -11.5% | -6.9% |
| 1Y | +11.3% | -2.2% | +13.5% | +11.4% |
| 3Y | +192.8% | +22.5% | +170.3% | +144.0% |
| 5Y | +123.3% | +63.2% | +60.1% | +54.3% |
| 10Y | +84.6% | +704.3% | -619.7% | -38.2% |
| All | +103.9% | +639.5% | -535.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling