+141.4%
UAL vs ROIV
+298.6%
-157.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +2.3% | +9.5% | -7.2% | +0.7% |
| 30D | +13.3% | +21.0% | -7.7% | +9.7% |
| 3M | -6.3% | +18.7% | -25.0% | -9.6% |
| 6M | +22.5% | +44.5% | -22.0% | +14.1% |
| YTD | +5.9% | +92.9% | -87.0% | -6.2% |
| 1Y | +24.7% | +100.2% | -75.6% | +9.8% |
| 3Y | +211.6% | +375.0% | -163.4% | +140.7% |
| 5Y | +130.6% | +435.2% | -304.6% | +58.9% |
| All | +141.4% | +298.6% | -157.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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