+112.3%
UAL vs ROIV
+378.2%
-266.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.1% | +0.9% |
| 7D | +8.2% | +5.3% | +2.8% | +7.1% |
| 30D | +2.3% | +11.9% | -9.6% | +0.2% |
| 3M | -12.7% | +10.7% | -23.4% | -14.9% |
| 6M | +12.7% | +34.9% | -22.2% | +5.8% |
| YTD | +0.8% | +79.2% | -78.3% | -10.2% |
| 1Y | +17.8% | +89.0% | -71.2% | +3.9% |
| 3Y | +206.7% | +337.3% | -130.7% | +135.7% |
| All | +112.3% | +378.2% | -266.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling