+126.4%
UAL vs S
-48.3%
+174.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +2.3% | +1.2% | +1.0% | +2.0% |
| 30D | +13.3% | -7.3% | +20.7% | +14.7% |
| 3M | -6.3% | +5.9% | -12.2% | -8.3% |
| 6M | +22.5% | +45.6% | -23.1% | +11.7% |
| YTD | +5.9% | +58.5% | -52.7% | -6.0% |
| 1Y | +24.7% | +37.6% | -13.0% | +13.6% |
| 3Y | +211.6% | +51.7% | +159.9% | +173.2% |
| 5Y | +130.6% | -67.5% | +198.1% | +121.9% |
| All | +126.4% | -48.3% | +174.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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