+255.6%
UAL vs RRC
+89.9%
+165.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +5.0% | +2.6% |
| 7D | +8.2% | -10.8% | +19.0% | +10.6% |
| 30D | +2.3% | +22.3% | -20.0% | -2.2% |
| 3M | -12.7% | +26.6% | -39.3% | -17.4% |
| 6M | +12.7% | +18.9% | -6.2% | +7.3% |
| YTD | +0.8% | +39.2% | -38.4% | -8.0% |
| 1Y | +17.8% | +34.0% | -16.2% | +8.1% |
| 3Y | +206.7% | +42.0% | +164.7% | +174.8% |
| 5Y | +113.9% | +111.9% | +2.0% | +67.8% |
| 10Y | +97.0% | +62.8% | +34.2% | +33.6% |
| All | +255.6% | +89.9% | +165.7% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling