+139.2%
UAL vs ROK
+46.3%
+92.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | -16.1% | -3.3% | -12.8% | -14.2% |
| 3M | +6.1% | -5.9% | +12.0% | +9.7% |
| 6M | +10.8% | +13.9% | -3.0% | +1.4% |
| YTD | -0.4% | +12.6% | -13.0% | -8.2% |
| 1Y | +5.0% | +28.6% | -23.6% | -11.0% |
| 3Y | +124.0% | +45.1% | +78.9% | +70.2% |
| All | +139.2% | +46.3% | +92.9% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling