+206.7%
UAL vs ROP
-3.8%
+210.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +5.0% | +3.2% |
| 7D | +8.2% | +2.1% | +6.0% | +7.3% |
| 30D | +2.3% | +32.9% | -30.6% | -9.1% |
| 3M | -12.7% | +20.0% | -32.7% | -19.3% |
| 6M | +12.7% | +36.4% | -23.7% | -3.5% |
| YTD | +0.8% | +7.8% | -7.0% | +2.5% |
| 1Y | +17.8% | +8.0% | +9.8% | +19.6% |
| 3Y | +206.7% | -3.5% | +210.2% | +249.4% |
| All | +206.7% | -3.8% | +210.5% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling