+255.6%
UAL vs RGEN
+3,411.9%
-3,156.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.3% |
| 7D | +8.2% | -1.9% | +10.1% | +8.6% |
| 30D | +2.3% | +3.7% | -1.4% | +1.2% |
| 3M | -12.7% | +8.8% | -21.5% | -15.1% |
| 6M | +12.7% | +38.0% | -25.3% | +2.8% |
| YTD | +0.8% | +5.9% | -5.1% | -2.0% |
| 1Y | +17.8% | +19.7% | -1.9% | +11.2% |
| 3Y | +206.7% | +20.5% | +186.2% | +180.3% |
| 5Y | +113.9% | -35.0% | +148.9% | +112.1% |
| 10Y | +97.0% | +540.9% | -443.9% | 0.0% |
| All | +255.6% | +3,411.9% | -3,156.3% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling