+46.2%
UAL vs RVMD
+540.6%
-494.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.3% |
| 7D | +2.3% | -9.5% | +11.8% | +4.5% |
| 30D | +13.3% | -6.8% | +20.2% | +14.9% |
| 3M | -6.3% | -12.1% | +5.8% | -4.0% |
| 6M | +22.5% | +25.4% | -2.8% | +15.3% |
| YTD | +5.9% | +126.9% | -121.0% | -17.0% |
| 1Y | +24.7% | +182.0% | -157.3% | -7.7% |
| 3Y | +211.6% | +816.8% | -605.2% | +67.3% |
| 5Y | +130.6% | +464.0% | -333.4% | +22.2% |
| All | +46.2% | +540.6% | -494.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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