+265.2%
UAL vs RF
+67.1%
+198.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.5% | +7.2% |
| 7D | +11.9% | +2.3% | +9.7% | +10.8% |
| 30D | +5.2% | +7.2% | -2.0% | +1.7% |
| 3M | -12.7% | -8.2% | -4.5% | -8.8% |
| 6M | +28.5% | +7.0% | +21.5% | +24.4% |
| YTD | +3.5% | +10.3% | -6.8% | -0.9% |
| 1Y | +27.5% | +25.1% | +2.5% | +14.8% |
| 3Y | +208.6% | +110.3% | +98.3% | +119.7% |
| 5Y | +135.6% | +47.1% | +88.5% | +98.7% |
| 10Y | +102.3% | +297.9% | -195.7% | +13.4% |
| All | +265.2% | +67.1% | +198.0% | +101.0% |
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