-0.9%
UAL vs RRX
+9.8%
-10.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -0.5% |
| 30D | -15.7% | -9.3% | -6.4% | -12.3% |
| 3M | +3.6% | -21.8% | +25.4% | +11.6% |
| 6M | +16.9% | -22.0% | +38.9% | +23.4% |
| YTD | -4.8% | +11.9% | -16.7% | -13.0% |
| 1Y | -0.9% | +11.6% | -12.6% | -10.7% |
| All | -0.9% | +9.8% | -10.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling