+222.6%
UAL vs ROIV
+351.4%
-128.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +5.0% |
| 7D | +10.2% | +13.3% | -3.1% | +5.2% |
| 30D | +12.0% | +14.8% | -2.7% | +6.3% |
| 3M | -7.1% | +11.9% | -19.0% | -12.2% |
| 6M | +20.9% | +42.4% | -21.5% | +2.2% |
| YTD | +7.7% | +87.4% | -79.8% | -19.7% |
| 1Y | +23.6% | +97.2% | -73.7% | -10.2% |
| 3Y | +222.6% | +375.7% | -153.1% | +53.8% |
| All | +222.6% | +351.4% | -128.8% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling