+100.2%
UAL vs RRC
+63.1%
+37.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | +10.2% | -10.3% | +20.5% | +12.7% |
| 30D | +12.0% | +19.5% | -7.4% | +7.4% |
| 3M | -7.1% | +27.9% | -35.0% | -12.5% |
| 6M | +20.9% | +21.2% | -0.3% | +14.4% |
| YTD | +7.7% | +39.6% | -31.9% | -2.3% |
| 1Y | +23.6% | +31.3% | -7.7% | +13.4% |
| 3Y | +222.6% | +51.9% | +170.6% | +182.7% |
| 5Y | +127.9% | +110.2% | +17.8% | +76.0% |
| 10Y | +100.2% | +56.7% | +43.5% | +16.5% |
| All | +100.2% | +63.1% | +37.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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