+73.7%
UAL vs RNG
+234.5%
-160.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -3.0% | +4.6% | -7.6% | -3.8% |
| 30D | +10.5% | +0.4% | +10.0% | +10.2% |
| 3M | -13.5% | +11.4% | -24.9% | -15.4% |
| 6M | +14.2% | +95.7% | -81.5% | +0.2% |
| YTD | -2.2% | +162.9% | -165.1% | -20.2% |
| 1Y | +12.5% | +180.3% | -167.8% | -9.3% |
| 3Y | +186.8% | +188.3% | -1.5% | +126.0% |
| 5Y | +119.4% | -72.5% | +191.9% | +110.3% |
| All | +73.7% | +234.5% | -160.8% | +3.1% |
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