+129.9%
UAL vs ROIV
+270.3%
-140.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.1% | +1.0% |
| 7D | +8.2% | +5.3% | +2.8% | +7.2% |
| 30D | +2.3% | +11.9% | -9.6% | +0.4% |
| 3M | -12.7% | +10.7% | -23.4% | -14.7% |
| 6M | +12.7% | +34.9% | -22.2% | +6.2% |
| YTD | +0.8% | +79.2% | -78.3% | -9.5% |
| 1Y | +17.8% | +89.0% | -71.2% | +4.8% |
| 3Y | +206.7% | +337.3% | -130.7% | +140.2% |
| 5Y | +113.9% | +402.3% | -288.4% | +49.3% |
| All | +129.9% | +270.3% | -140.4% | +61.4% |
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