+251.3%
UAL vs RVTY
+560.7%
-309.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.1% |
| 30D | -16.1% | +13.2% | -29.3% | -22.5% |
| 3M | +6.1% | +27.2% | -21.1% | -9.3% |
| 6M | +10.8% | +32.4% | -21.6% | -8.0% |
| YTD | -0.4% | +34.9% | -35.3% | -18.9% |
| 1Y | +5.0% | +52.4% | -47.3% | -21.5% |
| 3Y | +124.0% | +12.3% | +111.7% | +93.2% |
| 5Y | +141.0% | -30.8% | +171.8% | +167.6% |
| 10Y | +118.0% | +150.7% | -32.7% | -15.0% |
| All | +251.3% | +560.7% | -309.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling