+116.5%
UAL vs RVTY
-15.1%
+131.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.0% |
| 7D | -3.0% | -0.5% | -2.6% | -2.8% |
| 30D | +10.5% | +1.5% | +8.9% | +9.3% |
| 3M | -13.5% | +31.5% | -44.9% | -24.5% |
| 6M | +14.2% | +62.7% | -48.5% | -10.2% |
| YTD | -2.2% | +60.0% | -62.2% | -23.1% |
| 1Y | +12.5% | +65.7% | -53.2% | -13.1% |
| 3Y | +186.8% | +85.2% | +101.6% | +110.2% |
| All | +116.5% | -15.1% | +131.6% | +97.9% |
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