+125.3%
UAL vs ROIV
+248.8%
-123.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.3% | -3.8% |
| 7D | +5.0% | -2.4% | +7.4% | +5.5% |
| 30D | -1.2% | +3.1% | -4.3% | -1.7% |
| 3M | -16.8% | +5.8% | -22.6% | -18.1% |
| 6M | +18.0% | +29.3% | -11.4% | +12.1% |
| YTD | -1.2% | +68.8% | -69.9% | -10.4% |
| 1Y | +14.3% | +81.0% | -66.7% | +2.5% |
| 3Y | +194.6% | +294.6% | -100.1% | +134.2% |
| 5Y | +109.6% | +373.1% | -263.5% | +47.9% |
| All | +125.3% | +248.8% | -123.5% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling