+37.5%
UAL vs RVMD
+644.5%
-607.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -16.1% | +6.4% | -22.6% | -17.5% |
| 3M | +6.1% | +34.9% | -28.8% | -1.3% |
| 6M | +10.8% | +107.6% | -96.7% | -8.8% |
| YTD | -0.4% | +163.7% | -164.1% | -24.3% |
| 1Y | +5.0% | +439.2% | -434.2% | -34.1% |
| 3Y | +124.0% | +499.2% | -375.2% | +29.7% |
| 5Y | +141.0% | +621.7% | -480.7% | +19.4% |
| All | +37.5% | +644.5% | -607.0% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling