+92.6%
UAL vs RY
+360.6%
-268.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +3.7% |
| 7D | +8.2% | -0.9% | +9.1% | +9.6% |
| 30D | +2.3% | +5.9% | -3.5% | -4.7% |
| 3M | -12.7% | -4.3% | -8.4% | -7.4% |
| 6M | +12.7% | +12.1% | +0.6% | -3.0% |
| YTD | +0.8% | +20.3% | -19.4% | -20.4% |
| 1Y | +17.8% | +41.0% | -23.2% | -24.5% |
| 3Y | +206.7% | +157.5% | +49.2% | -9.6% |
| 5Y | +113.9% | +123.2% | -9.3% | -24.2% |
| All | +92.6% | +360.6% | -268.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling