+137.7%
UAL vs RNG
-70.8%
+208.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.5% | -1.9% |
| 7D | +3.4% | -0.8% | +4.3% | +3.6% |
| 30D | -16.5% | +11.4% | -27.9% | -18.7% |
| 3M | +2.8% | +72.1% | -69.3% | -10.4% |
| 6M | +17.6% | +67.9% | -50.4% | +1.5% |
| YTD | -3.2% | +144.3% | -147.6% | -25.4% |
| 1Y | +0.4% | +117.5% | -117.1% | -20.6% |
| 3Y | +128.2% | +123.9% | +4.3% | +71.9% |
| 5Y | +137.7% | -70.1% | +207.8% | +165.2% |
| All | +137.7% | -70.8% | +208.5% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling