+137.7%
UAL vs RVMD
+570.7%
-433.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | +3.5% | -1.2% | +4.7% | +3.7% |
| 30D | -16.5% | +1.1% | -17.5% | -16.7% |
| 3M | +2.8% | +39.6% | -36.8% | -3.7% |
| 6M | +17.6% | +110.7% | -93.1% | 0.0% |
| YTD | -3.2% | +160.3% | -163.5% | -22.4% |
| 1Y | +0.4% | +404.9% | -404.5% | -30.9% |
| 3Y | +128.2% | +545.5% | -417.3% | +44.0% |
| 5Y | +137.7% | +584.7% | -446.9% | +35.5% |
| All | +137.7% | +570.7% | -433.0% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling