+255.6%
UAL vs ROK
+796.3%
-540.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +3.0% |
| 7D | +8.2% | -13.8% | +22.0% | +19.6% |
| 30D | +2.3% | -14.9% | +17.3% | +14.1% |
| 3M | -12.7% | -14.7% | +2.0% | -2.9% |
| 6M | +12.7% | -17.7% | +30.4% | +27.8% |
| YTD | +0.8% | -2.5% | +3.3% | +0.9% |
| 1Y | +17.8% | +2.3% | +15.5% | +13.7% |
| 3Y | +206.7% | +52.7% | +154.0% | +113.0% |
| 5Y | +113.9% | +20.5% | +93.3% | +70.0% |
| 10Y | +97.0% | +284.0% | -187.0% | -35.6% |
| All | +255.6% | +796.3% | -540.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling