+76.8%
UAL vs ROL
+213.5%
-136.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.6% | -5.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.2% |
| 30D | +7.8% | +18.5% | -10.8% | +3.0% |
| 3M | -11.1% | +4.3% | -15.4% | -12.3% |
| 6M | +16.1% | -27.7% | +43.8% | +25.9% |
| YTD | -0.5% | -35.8% | +35.3% | +11.4% |
| 1Y | +11.3% | -34.1% | +45.4% | +23.6% |
| 3Y | +192.8% | +2.9% | +189.9% | +180.3% |
| 5Y | +123.3% | +12.7% | +110.5% | +104.3% |
| All | +76.8% | +213.5% | -136.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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