+248.5%
UAL vs ROL
+1,747.3%
-1,498.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.5% | -5.1% |
| 7D | +5.0% | +11.7% | -6.7% | -1.4% |
| 30D | -1.2% | +27.7% | -28.9% | -14.3% |
| 3M | -16.8% | +3.7% | -20.4% | -19.1% |
| 6M | +18.0% | -27.8% | +45.7% | +39.0% |
| YTD | -1.2% | -34.7% | +33.5% | +22.7% |
| 1Y | +14.3% | -34.1% | +48.4% | +40.9% |
| 3Y | +194.6% | +5.9% | +188.7% | +163.0% |
| 5Y | +109.6% | +15.6% | +94.0% | +70.7% |
| 10Y | +93.1% | +226.5% | -133.4% | -36.9% |
| All | +248.5% | +1,747.3% | -1,498.7% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling