+130.0%
UAL vs RSG
+90.2%
+39.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -13.4% | +3.7% | -17.1% | -14.1% |
| 3M | -2.3% | +6.2% | -8.4% | -3.9% |
| 6M | +13.3% | -2.8% | +16.1% | +14.2% |
| YTD | -4.2% | +5.9% | -10.1% | -6.5% |
| 1Y | +1.4% | -1.8% | +3.2% | +1.7% |
| 3Y | +125.8% | +57.5% | +68.3% | +85.4% |
| 5Y | +130.0% | +91.1% | +38.9% | +75.6% |
| All | +130.0% | +90.2% | +39.8% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling