+248.5%
UAL vs ROP
+1,321.0%
-1,072.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | +5.0% | +9.2% | -4.2% | -1.8% |
| 30D | -1.2% | +35.5% | -36.8% | -22.6% |
| 3M | -16.8% | +24.4% | -41.2% | -31.0% |
| 6M | +18.0% | +38.0% | -20.1% | -12.3% |
| YTD | -1.2% | +11.1% | -12.3% | -13.9% |
| 1Y | +14.3% | +10.9% | +3.4% | -0.2% |
| 3Y | +194.6% | -0.5% | +195.0% | +179.6% |
| 5Y | +109.6% | +4.5% | +105.1% | +89.0% |
| 10Y | +93.1% | +207.5% | -114.4% | -33.8% |
| All | +248.5% | +1,321.0% | -1,072.4% | -60.7% |
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