+206.7%
UAL vs ROL
+3.8%
+202.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.3% |
| 7D | +8.2% | +9.5% | -1.3% | +6.8% |
| 30D | +2.3% | +22.9% | -20.6% | -0.5% |
| 3M | -12.7% | +3.5% | -16.2% | -13.1% |
| 6M | +12.7% | -29.4% | +42.1% | +18.7% |
| YTD | +0.8% | -36.1% | +36.9% | +8.2% |
| 1Y | +17.8% | -34.4% | +52.1% | +25.8% |
| 3Y | +206.7% | +4.0% | +202.7% | +192.0% |
| All | +206.7% | +3.8% | +202.9% | +192.0% |
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