+115.0%
UMC vs UAL
+22.8%
+92.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.0% | -4.6% |
| 7D | -14.7% | +11.9% | -26.6% | -17.9% |
| 30D | -32.9% | +5.2% | -38.1% | -34.1% |
| 3M | -22.2% | -12.7% | -9.4% | -19.0% |
| 6M | +25.9% | +28.5% | -2.6% | +20.7% |
| YTD | +107.9% | +3.5% | +104.4% | +95.7% |
| 1Y | +115.0% | +27.5% | +87.5% | +91.4% |
| All | +115.0% | +22.8% | +92.2% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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