+264.7%
UAL vs RNG
+320.7%
-56.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.5% |
| 7D | +8.2% | -11.3% | +19.5% | +10.3% |
| 30D | +2.3% | -5.7% | +8.0% | +3.2% |
| 3M | -12.7% | +16.8% | -29.5% | -15.4% |
| 6M | +12.7% | +58.5% | -45.8% | +2.2% |
| YTD | +0.8% | +151.3% | -150.5% | -17.4% |
| 1Y | +17.8% | +169.0% | -151.2% | -4.7% |
| 3Y | +206.7% | +156.9% | +49.8% | +144.7% |
| 5Y | +113.9% | -69.0% | +182.9% | +113.4% |
| 10Y | +97.0% | +262.0% | -165.0% | +12.2% |
| All | +264.7% | +320.7% | -56.0% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling