+100.0%
UAL vs RRX
+216.7%
-116.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.6% |
| 7D | -2.0% | -3.7% | +1.7% | +0.3% |
| 30D | -15.7% | -9.3% | -6.4% | -10.5% |
| 3M | +3.6% | -21.8% | +25.4% | +17.2% |
| 6M | +16.9% | -22.0% | +38.9% | +30.4% |
| YTD | -4.8% | +11.9% | -16.7% | -17.9% |
| 1Y | -0.9% | +11.6% | -12.6% | -15.5% |
| 3Y | +124.5% | +2.2% | +122.3% | +88.1% |
| 5Y | +140.2% | +14.9% | +125.3% | +76.4% |
| All | +100.0% | +216.7% | -116.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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