+113.0%
UAL vs S
-56.8%
+169.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +0.7% | -7.7% | +8.4% | +2.2% |
| 30D | -16.1% | -5.3% | -10.8% | -15.6% |
| 3M | +6.1% | +20.3% | -14.1% | +1.5% |
| 6M | +10.8% | +47.4% | -36.5% | +0.7% |
| YTD | -0.4% | +32.5% | -32.9% | -7.8% |
| 1Y | +5.0% | +9.5% | -4.5% | +0.7% |
| 3Y | +124.0% | +15.5% | +108.5% | +107.7% |
| 5Y | +141.0% | -71.2% | +212.2% | +142.4% |
| All | +113.0% | -56.8% | +169.8% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling