+251.3%
UAL vs ROL
+1,609.1%
-1,357.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.5% |
| 30D | -16.1% | -4.1% | -12.0% | -14.2% |
| 3M | +6.1% | -22.5% | +28.6% | +21.4% |
| 6M | +10.8% | -37.7% | +48.5% | +43.0% |
| YTD | -0.4% | -39.6% | +39.2% | +30.1% |
| 1Y | +5.0% | -36.0% | +41.0% | +31.4% |
| 3Y | +124.0% | -5.1% | +129.2% | +113.2% |
| 5Y | +141.0% | -3.4% | +144.4% | +117.7% |
| 10Y | +118.0% | +215.2% | -97.2% | -27.7% |
| All | +251.3% | +1,609.1% | -1,357.7% | -72.5% |
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