+251.3%
UAL vs RF
+75.1%
+176.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.1% |
| 30D | -16.1% | -3.6% | -12.5% | -14.5% |
| 3M | +6.1% | +8.1% | -1.9% | +2.1% |
| 6M | +10.8% | +11.5% | -0.6% | +5.3% |
| YTD | -0.4% | +15.6% | -16.0% | -6.9% |
| 1Y | +5.0% | +15.7% | -10.7% | -1.7% |
| 3Y | +124.0% | +86.9% | +37.1% | +67.9% |
| 5Y | +141.0% | +89.8% | +51.2% | +79.8% |
| 10Y | +118.0% | +344.7% | -226.7% | +16.3% |
| All | +251.3% | +75.1% | +176.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling