+244.8%
UAL vs RRX
+531.9%
-287.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -0.2% |
| 7D | -3.0% | +4.3% | -7.4% | -5.8% |
| 30D | +10.5% | +12.3% | -1.9% | +0.3% |
| 3M | -13.5% | +3.7% | -17.1% | -17.2% |
| 6M | +14.2% | -13.9% | +28.1% | +19.7% |
| YTD | -2.2% | +26.5% | -28.7% | -24.8% |
| 1Y | +12.5% | +29.3% | -16.8% | -15.5% |
| 3Y | +186.8% | +65.6% | +121.3% | +66.1% |
| 5Y | +119.4% | +10.6% | +108.7% | +63.0% |
| 10Y | +81.4% | +202.9% | -121.4% | -40.3% |
| All | +244.8% | +531.9% | -287.1% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling