+222.6%
UAL vs RVMD
+835.3%
-612.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +5.9% |
| 7D | +10.2% | +6.4% | +3.8% | +8.8% |
| 30D | +12.0% | +5.5% | +6.5% | +10.6% |
| 3M | -7.1% | -2.4% | -4.6% | -7.0% |
| 6M | +20.9% | +41.1% | -20.3% | +12.0% |
| YTD | +7.7% | +151.3% | -143.6% | -16.1% |
| 1Y | +23.6% | +228.1% | -204.5% | -12.2% |
| 3Y | +222.6% | +899.8% | -677.2% | +50.8% |
| All | +222.6% | +835.3% | -612.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling