+5.0%
UAL vs RVTY
+57.1%
-52.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.2% |
| 30D | -16.1% | +13.2% | -29.3% | -20.7% |
| 3M | +6.1% | +27.2% | -21.1% | -5.6% |
| 6M | +10.8% | +32.4% | -21.6% | -4.9% |
| YTD | -0.4% | +34.9% | -35.3% | -15.2% |
| 1Y | +5.0% | +52.4% | -47.3% | -11.5% |
| All | +5.0% | +57.1% | -52.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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