+76.8%
UAL vs ROP
+183.9%
-107.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.0% |
| 7D | +0.7% | -2.7% | +3.4% | +2.3% |
| 30D | +7.8% | +29.7% | -21.9% | -9.1% |
| 3M | -11.1% | +21.2% | -32.3% | -22.3% |
| 6M | +16.1% | +48.3% | -32.2% | -13.3% |
| YTD | -0.5% | +8.4% | -8.9% | -8.3% |
| 1Y | +11.3% | +6.0% | +5.3% | +4.2% |
| 3Y | +192.8% | -5.6% | +198.4% | +198.7% |
| 5Y | +123.3% | +1.3% | +122.0% | +114.5% |
| All | +76.8% | +183.9% | -107.2% | -23.3% |
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