-0.9%
UAL vs SHAK
-37.3%
+36.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -2.0% | -11.0% | +9.0% | +1.3% |
| 30D | -15.7% | -14.0% | -1.7% | -12.0% |
| 3M | +3.6% | +13.3% | -9.6% | -1.1% |
| 6M | +16.9% | -35.3% | +52.2% | +29.3% |
| YTD | -4.8% | -24.0% | +19.2% | +0.3% |
| 1Y | -0.9% | -36.7% | +35.8% | +11.1% |
| All | -0.9% | -37.3% | +36.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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