+92.6%
UAL vs RF
+279.4%
-186.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +8.2% | -0.9% | +9.1% | +9.2% |
| 30D | +2.3% | +6.0% | -3.7% | -2.4% |
| 3M | -12.7% | -8.9% | -3.8% | -5.6% |
| 6M | +12.7% | +2.3% | +10.4% | +10.4% |
| YTD | +0.8% | +7.6% | -6.7% | -4.9% |
| 1Y | +17.8% | +21.2% | -3.4% | +0.8% |
| 3Y | +206.7% | +108.5% | +98.2% | +70.9% |
| 5Y | +113.9% | +43.2% | +70.7% | +56.2% |
| All | +92.6% | +279.4% | -186.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling