+217.3%
UAL vs ROL
+5.4%
+211.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +12.5% | +3.4% | +9.1% | +11.9% |
| 30D | +12.2% | +20.8% | -8.6% | +9.3% |
| 3M | -2.6% | +3.7% | -6.3% | -3.1% |
| 6M | +21.1% | -27.7% | +48.7% | +27.0% |
| YTD | +7.8% | -34.9% | +42.7% | +15.3% |
| 1Y | +25.4% | -33.3% | +58.7% | +33.5% |
| 3Y | +217.3% | +4.3% | +213.0% | +202.1% |
| All | +217.3% | +5.4% | +211.9% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling