+100.0%
UAL vs SU
+267.8%
-167.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.0% | +1.7% | -3.7% | -2.8% |
| 30D | -15.7% | +9.6% | -25.3% | -19.8% |
| 3M | +3.6% | +11.7% | -8.1% | -3.6% |
| 6M | +16.9% | +21.9% | -5.0% | +0.9% |
| YTD | -4.8% | +58.6% | -63.4% | -29.5% |
| 1Y | -0.9% | +66.5% | -67.5% | -28.9% |
| 3Y | +124.5% | +121.4% | +3.0% | +32.0% |
| 5Y | +140.2% | +355.7% | -215.6% | -21.8% |
| All | +100.0% | +267.8% | -167.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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