+1.4%
UAL vs RVMD
+403.7%
-402.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | -13.4% | +0.3% | -13.8% | -13.5% |
| 3M | -2.3% | +38.9% | -41.2% | -4.6% |
| 6M | +13.3% | +108.1% | -94.8% | +8.0% |
| YTD | -4.2% | +160.7% | -164.9% | -9.3% |
| 1Y | +1.4% | +407.3% | -405.9% | -10.9% |
| All | +1.4% | +403.7% | -402.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling