+101.1%
UAL vs RNG
+247.5%
-146.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +12.5% | -6.0% | +18.5% | +13.6% |
| 30D | +12.2% | -7.4% | +19.5% | +13.4% |
| 3M | -2.6% | +14.6% | -17.2% | -5.2% |
| 6M | +21.1% | +61.5% | -40.5% | +9.7% |
| YTD | +7.8% | +155.7% | -147.9% | -11.6% |
| 1Y | +25.4% | +172.5% | -147.1% | +1.6% |
| 3Y | +217.3% | +168.0% | +49.3% | +152.8% |
| 5Y | +132.9% | -73.8% | +206.7% | +124.6% |
| 10Y | +101.1% | +240.3% | -139.1% | +20.1% |
| All | +101.1% | +247.5% | -146.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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