+109.0%
UAL vs S
-51.7%
+160.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.0% | +2.0% | -5.0% | -3.4% |
| 30D | +10.5% | -2.7% | +13.2% | +10.9% |
| 3M | -13.5% | -6.9% | -6.6% | -13.0% |
| 6M | +14.2% | +38.1% | -23.8% | +5.3% |
| YTD | -2.2% | +48.0% | -50.2% | -12.0% |
| 1Y | +12.5% | +34.5% | -22.0% | +3.0% |
| 3Y | +186.8% | +38.3% | +148.5% | +156.0% |
| 5Y | +119.4% | -70.9% | +190.3% | +114.0% |
| All | +109.0% | -51.7% | +160.8% | +106.2% |
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