+100.0%
UAL vs RSG
+425.0%
-325.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | -15.7% | +2.8% | -18.5% | -17.2% |
| 3M | +3.6% | +4.3% | -0.7% | -0.1% |
| 6M | +16.9% | -0.5% | +17.4% | +15.2% |
| YTD | -4.8% | +5.2% | -10.0% | -10.3% |
| 1Y | -0.9% | -2.1% | +1.2% | -2.3% |
| 3Y | +124.5% | +56.5% | +68.0% | +49.1% |
| 5Y | +140.2% | +89.5% | +50.7% | +30.4% |
| All | +100.0% | +425.0% | -325.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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