+129.8%
UAL vs RY
+154.9%
-25.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.4% |
| 7D | +0.7% | +3.1% | -2.4% | -3.1% |
| 30D | -16.1% | -0.3% | -15.8% | -15.8% |
| 3M | +6.1% | +8.7% | -2.5% | -4.7% |
| 6M | +10.8% | +28.5% | -17.7% | -19.2% |
| YTD | -0.4% | +25.1% | -25.5% | -25.0% |
| 1Y | +5.0% | +46.3% | -41.3% | -34.9% |
| All | +129.8% | +154.9% | -25.1% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling