+217.3%
UAL vs RSG
+63.4%
+153.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.2% |
| 7D | +12.5% | +2.0% | +10.5% | +12.5% |
| 30D | +12.2% | +14.2% | -2.0% | +12.9% |
| 3M | -2.6% | +15.8% | -18.3% | -1.9% |
| 6M | +21.1% | +24.6% | -3.5% | +21.0% |
| YTD | +7.8% | +18.2% | -10.4% | +7.8% |
| 1Y | +25.4% | +22.8% | +2.6% | +23.8% |
| 3Y | +217.3% | +62.4% | +155.0% | +237.6% |
| All | +217.3% | +63.4% | +153.9% | +237.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling