+139.2%
UAL vs RVTY
-30.5%
+169.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.8% |
| 3M | +6.1% | +27.2% | -21.1% | -5.3% |
| 6M | +10.8% | +32.4% | -21.6% | -3.3% |
| YTD | -0.4% | +34.9% | -35.3% | -14.2% |
| 1Y | +5.0% | +52.4% | -47.3% | -14.7% |
| 3Y | +124.0% | +12.3% | +111.7% | +101.7% |
| All | +139.2% | -30.5% | +169.7% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling