+104.2%
UAL vs RACE
+647.6%
-543.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.5% |
| 7D | +0.7% | -2.5% | +3.2% | +2.1% |
| 30D | -16.1% | +0.8% | -16.9% | -16.6% |
| 3M | +6.1% | +17.2% | -11.0% | -2.8% |
| 6M | +10.8% | +13.6% | -2.7% | +3.0% |
| YTD | -0.4% | +12.2% | -12.6% | -7.5% |
| 1Y | +5.0% | -16.3% | +21.3% | +12.3% |
| 3Y | +124.0% | +36.4% | +87.6% | +74.9% |
| 5Y | +141.0% | +95.0% | +46.0% | +50.9% |
| 10Y | +118.0% | +813.2% | -695.2% | -31.1% |
| All | +104.2% | +647.6% | -543.4% | -37.2% |
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