+251.3%
UAL vs RRX
+482.0%
-230.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +3.4% | -2.7% | -1.6% |
| 30D | -16.1% | -11.1% | -5.0% | -9.0% |
| 3M | +6.1% | -23.7% | +29.9% | +23.8% |
| 6M | +10.8% | -22.0% | +32.8% | +24.8% |
| YTD | -0.4% | +16.5% | -16.9% | -17.4% |
| 1Y | +5.0% | +11.5% | -6.5% | -11.4% |
| 3Y | +124.0% | +1.5% | +122.5% | +85.6% |
| 5Y | +141.0% | +18.3% | +122.7% | +70.1% |
| 10Y | +118.0% | +209.8% | -91.8% | -29.0% |
| All | +251.3% | +482.0% | -230.7% | -36.0% |
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 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