+134.8%
UAL vs RVMD
+554.1%
-419.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | -16.1% | +6.4% | -22.6% | -17.0% |
| 3M | +6.1% | +34.9% | -28.8% | +0.9% |
| 6M | +10.8% | +107.6% | -96.7% | -2.8% |
| YTD | -0.4% | +163.7% | -164.1% | -17.8% |
| 1Y | +5.0% | +439.2% | -434.2% | -26.3% |
| All | +134.8% | +554.1% | -419.3% | +66.1% |
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