+139.2%
UAL vs RRC
+156.2%
-17.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | -16.1% | +10.1% | -26.2% | -17.6% |
| 3M | +6.1% | +4.0% | +2.1% | +5.0% |
| 6M | +10.8% | +1.6% | +9.3% | +9.4% |
| YTD | -0.4% | +19.7% | -20.1% | -5.6% |
| 1Y | +5.0% | +21.4% | -16.4% | -1.4% |
| 3Y | +124.0% | +29.7% | +94.4% | +105.6% |
| All | +139.2% | +156.2% | -17.1% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling