+24.7%
UAL vs S
+38.7%
-14.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | +2.3% | +1.2% | +1.0% | +2.0% |
| 30D | +13.3% | -7.3% | +20.7% | +13.8% |
| 3M | -6.3% | +5.9% | -12.2% | -7.1% |
| 6M | +22.5% | +45.6% | -23.1% | +15.8% |
| YTD | +5.9% | +58.5% | -52.7% | -2.6% |
| 1Y | +24.7% | +37.6% | -13.0% | +17.9% |
| All | +24.7% | +38.7% | -14.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling