+73.7%
UAL vs RSG
+452.6%
-378.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.0% | +2.5% | -5.5% | -4.5% |
| 30D | +10.5% | +12.7% | -2.3% | +2.4% |
| 3M | -13.5% | +17.9% | -31.4% | -22.3% |
| 6M | +14.2% | +25.0% | -10.8% | -2.4% |
| YTD | -2.2% | +20.8% | -23.1% | -15.8% |
| 1Y | +12.5% | +24.3% | -11.8% | -5.3% |
| 3Y | +186.8% | +65.3% | +121.6% | +86.7% |
| 5Y | +119.4% | +99.1% | +20.3% | +19.1% |
| All | +73.7% | +452.6% | -378.9% | -57.4% |
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