+107.5%
UAL vs RGEN
+430.0%
-322.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +0.7% | -4.9% | +5.6% | +1.8% |
| 30D | -16.1% | +5.7% | -21.8% | -17.3% |
| 3M | +6.1% | +32.4% | -26.3% | -0.8% |
| 6M | +10.8% | +33.2% | -22.3% | +3.3% |
| YTD | -0.4% | +2.3% | -2.7% | -1.9% |
| 1Y | +5.0% | +39.0% | -34.0% | -3.4% |
| 3Y | +124.0% | -4.6% | +128.6% | +115.2% |
| 5Y | +141.0% | -42.7% | +183.7% | +135.6% |
| All | +107.5% | +430.0% | -322.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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