+248.5%
UAL vs RY
+1,021.3%
-772.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -1.5% |
| 7D | +5.0% | -1.1% | +6.1% | +6.5% |
| 30D | -1.2% | +4.4% | -5.7% | -5.4% |
| 3M | -16.8% | -2.9% | -13.8% | -13.8% |
| 6M | +18.0% | +15.6% | +2.4% | +1.7% |
| YTD | -1.2% | +21.8% | -23.0% | -19.0% |
| 1Y | +14.3% | +42.6% | -28.3% | -20.6% |
| 3Y | +194.6% | +160.9% | +33.7% | +10.8% |
| 5Y | +109.6% | +126.1% | -16.5% | -7.8% |
| 10Y | +93.1% | +371.7% | -278.6% | -55.2% |
| All | +248.5% | +1,021.3% | -772.8% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling