+112.3%
UAL vs RMD
-5.3%
+117.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +8.2% | +2.3% | +5.8% | +7.4% |
| 30D | +2.3% | +4.1% | -1.8% | +0.9% |
| 3M | -12.7% | +5.7% | -18.4% | -14.6% |
| 6M | +12.7% | +12.9% | -0.2% | +7.4% |
| YTD | +0.8% | -1.5% | +2.3% | +0.4% |
| 1Y | +17.8% | -4.8% | +22.5% | +18.5% |
| 3Y | +206.7% | +57.5% | +149.2% | +153.3% |
| All | +112.3% | -5.3% | +117.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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