+133.6%
UAL vs RNG
+130.4%
+3.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.4% |
| 7D | +0.7% | +5.8% | -5.1% | -0.6% |
| 30D | -16.1% | +19.6% | -35.7% | -19.6% |
| 3M | +6.1% | +67.0% | -60.9% | -6.9% |
| 6M | +10.8% | +88.4% | -77.5% | -7.5% |
| YTD | -0.4% | +155.5% | -155.9% | -25.8% |
| 1Y | +5.0% | +141.7% | -136.7% | -20.8% |
| All | +133.6% | +130.4% | +3.2% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling