+88.8%
UAL vs RF
+280.8%
-192.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.4% | -2.8% |
| 7D | +5.0% | -1.6% | +6.6% | +6.6% |
| 30D | -1.2% | +5.0% | -6.3% | -5.1% |
| 3M | -16.8% | -10.0% | -6.8% | -9.1% |
| 6M | +18.0% | +3.3% | +14.6% | +14.7% |
| YTD | -1.2% | +7.9% | -9.1% | -7.0% |
| 1Y | +14.3% | +21.2% | -6.9% | -2.2% |
| 3Y | +194.6% | +105.8% | +88.7% | +65.9% |
| 5Y | +109.6% | +43.7% | +65.9% | +52.7% |
| All | +88.8% | +280.8% | -192.0% | -28.2% |
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