+107.5%
UAL vs ROL
+213.5%
-106.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | -16.1% | -4.1% | -12.0% | -15.2% |
| 3M | +6.1% | -22.5% | +28.6% | +13.2% |
| 6M | +10.8% | -37.7% | +48.5% | +25.4% |
| YTD | -0.4% | -39.6% | +39.2% | +13.5% |
| 1Y | +5.0% | -36.0% | +41.0% | +17.3% |
| 3Y | +124.0% | -5.1% | +129.2% | +119.2% |
| 5Y | +141.0% | -3.4% | +144.4% | +129.4% |
| All | +107.5% | +213.5% | -106.0% | +17.2% |
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