+128.2%
UAL vs RSG
+55.3%
+72.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +3.5% | -0.7% | +4.2% | +3.4% |
| 30D | -16.5% | +3.3% | -19.8% | -16.4% |
| 3M | +2.8% | +8.5% | -5.7% | +2.4% |
| 6M | +17.6% | -3.5% | +21.1% | +19.2% |
| YTD | -3.2% | +5.5% | -8.7% | -3.9% |
| 1Y | +0.4% | -1.7% | +2.2% | +2.0% |
| 3Y | +128.2% | +56.9% | +71.3% | +115.6% |
| All | +128.2% | +55.3% | +72.9% | +115.6% |
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