+115.6%
UAL vs S
-52.7%
+168.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +8.2% | -13.4% | +21.6% | +11.1% |
| 30D | +2.3% | -14.0% | +16.3% | +5.1% |
| 3M | -12.7% | +4.9% | -17.6% | -14.5% |
| 6M | +12.7% | +42.0% | -29.3% | +3.1% |
| YTD | +0.8% | +45.1% | -44.3% | -8.9% |
| 1Y | +17.8% | +33.1% | -15.3% | +8.0% |
| 3Y | +206.7% | +40.6% | +166.1% | +173.0% |
| 5Y | +113.9% | -67.5% | +181.4% | +109.9% |
| All | +115.6% | -52.7% | +168.3% | +113.4% |
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