+127.1%
UAL vs ROIV
+232.7%
-105.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -16.1% | +1.0% | -17.1% | -16.3% |
| 3M | +6.1% | +18.3% | -12.1% | +2.9% |
| 6M | +10.8% | +18.3% | -7.5% | +7.4% |
| YTD | -0.4% | +61.0% | -61.4% | -8.5% |
| 1Y | +5.0% | +177.9% | -172.9% | -11.5% |
| 3Y | +124.0% | +199.1% | -75.0% | +83.9% |
| 5Y | +141.0% | +250.7% | -109.7% | +75.3% |
| All | +127.1% | +232.7% | -105.5% | +63.2% |
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