+101.1%
UAL vs ROK
+270.1%
-169.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.3% |
| 7D | +12.5% | -11.0% | +23.5% | +21.4% |
| 30D | +12.2% | -8.2% | +20.4% | +18.2% |
| 3M | -2.6% | -8.5% | +5.9% | +2.8% |
| 6M | +21.1% | -12.0% | +33.0% | +30.6% |
| YTD | +7.8% | +3.1% | +4.7% | +3.5% |
| 1Y | +25.4% | +2.9% | +22.5% | +20.6% |
| 3Y | +217.3% | +60.7% | +156.7% | +111.9% |
| 5Y | +132.9% | +29.5% | +103.4% | +76.3% |
| 10Y | +101.1% | +262.6% | -161.5% | -25.1% |
| All | +101.1% | +270.1% | -169.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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