+251.3%
UAL vs RSG
+1,243.8%
-992.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.4% |
| 30D | -16.1% | +7.6% | -23.7% | -20.9% |
| 3M | +6.1% | +7.4% | -1.3% | -0.9% |
| 6M | +10.8% | -3.3% | +14.1% | +11.0% |
| YTD | -0.4% | +6.0% | -6.4% | -8.0% |
| 1Y | +5.0% | -3.7% | +8.7% | +4.0% |
| 3Y | +124.0% | +59.1% | +64.9% | +41.9% |
| 5Y | +141.0% | +89.0% | +51.9% | +27.2% |
| 10Y | +118.0% | +412.5% | -294.5% | -50.7% |
| All | +251.3% | +1,243.8% | -992.5% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling