+102.5%
UAL vs RACE
+670.3%
-567.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -3.3% |
| 7D | +5.0% | +5.7% | -0.6% | +2.0% |
| 30D | -1.2% | +9.3% | -10.5% | -5.8% |
| 3M | -16.8% | +3.8% | -20.6% | -18.5% |
| 6M | +18.0% | +29.8% | -11.8% | +2.0% |
| YTD | -1.2% | +15.6% | -16.8% | -9.7% |
| 1Y | +14.3% | +5.1% | +9.3% | +9.9% |
| 3Y | +194.6% | +30.8% | +163.8% | +136.5% |
| 5Y | +109.6% | +67.4% | +42.2% | +42.7% |
| 10Y | +93.1% | +793.6% | -700.6% | -38.5% |
| All | +102.5% | +670.3% | -567.8% | -38.6% |
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 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