+87.5%
UAL vs ROP
+192.7%
-105.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +5.0% | +3.9% |
| 7D | +8.2% | +2.1% | +6.0% | +6.8% |
| 30D | +2.3% | +32.9% | -30.6% | -15.0% |
| 3M | -12.7% | +20.3% | -33.0% | -23.3% |
| 6M | +12.7% | +36.8% | -24.1% | -10.9% |
| YTD | +0.8% | +8.1% | -7.3% | -6.9% |
| 1Y | +17.8% | +8.3% | +9.5% | +8.7% |
| 3Y | +206.7% | -3.2% | +209.9% | +207.4% |
| 5Y | +113.9% | +1.7% | +112.2% | +104.8% |
| All | +87.5% | +192.7% | -105.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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