+107.5%
UAL vs ROP
+140.4%
-32.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.1% | +4.8% |
| 7D | +0.7% | -4.4% | +5.1% | +3.6% |
| 30D | -16.1% | +3.2% | -19.3% | -18.2% |
| 3M | +6.1% | +23.1% | -16.9% | -9.3% |
| 6M | +10.8% | +13.3% | -2.5% | -0.9% |
| YTD | -0.4% | -7.9% | +7.5% | +2.6% |
| 1Y | +5.0% | -22.1% | +27.1% | +22.1% |
| 3Y | +124.0% | -16.8% | +140.8% | +149.0% |
| 5Y | +141.0% | -13.5% | +154.5% | +157.1% |
| All | +107.5% | +140.4% | -32.9% | +2.6% |
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