+255.6%
UAL vs RVTY
+687.4%
-431.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.3% |
| 7D | +8.2% | -1.2% | +9.4% | +8.2% |
| 30D | +2.3% | +1.0% | +1.3% | +0.9% |
| 3M | -12.7% | +35.8% | -48.5% | -29.1% |
| 6M | +12.7% | +56.7% | -44.0% | -16.8% |
| YTD | +0.8% | +60.7% | -59.9% | -27.5% |
| 1Y | +17.8% | +73.7% | -55.9% | -19.5% |
| 3Y | +206.7% | +82.8% | +123.9% | +95.2% |
| 5Y | +113.9% | -7.0% | +120.9% | +94.6% |
| 10Y | +97.0% | +212.3% | -115.3% | -34.3% |
| All | +255.6% | +687.4% | -431.7% | -45.1% |
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