+139.2%
UAL vs RIO
+93.6%
+45.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -16.1% | +4.0% | -20.1% | -17.8% |
| 3M | +6.1% | +0.1% | +6.0% | +5.7% |
| 6M | +10.8% | +12.7% | -1.9% | +4.3% |
| YTD | -0.4% | +35.6% | -36.0% | -14.3% |
| 1Y | +5.0% | +73.7% | -68.7% | -19.6% |
| 3Y | +124.0% | +93.3% | +30.7% | +61.7% |
| All | +139.2% | +93.6% | +45.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling