+255.6%
UAL vs ROP
+1,279.4%
-1,023.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +5.0% | +4.3% |
| 7D | +8.2% | +2.1% | +6.0% | +6.5% |
| 30D | +2.3% | +32.9% | -30.6% | -18.7% |
| 3M | -12.7% | +20.0% | -32.7% | -25.6% |
| 6M | +12.7% | +36.4% | -23.7% | -15.4% |
| YTD | +0.8% | +7.8% | -7.0% | -10.2% |
| 1Y | +17.8% | +8.0% | +9.8% | +4.8% |
| 3Y | +206.7% | -3.5% | +210.2% | +197.9% |
| 5Y | +113.9% | +1.5% | +112.4% | +97.1% |
| 10Y | +97.0% | +198.5% | -101.5% | -31.0% |
| All | +255.6% | +1,279.4% | -1,023.8% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling