+1,341.4%
UMC vs UAL
+97.8%
+1,243.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.8% | +8.7% | +7.3% |
| 7D | +0.1% | +2.3% | -2.1% | -0.1% |
| 30D | -28.7% | +13.3% | -42.0% | -30.4% |
| 3M | -15.1% | -6.3% | -8.8% | -14.1% |
| 6M | +5.0% | +22.5% | -17.6% | +1.2% |
| YTD | +108.2% | +5.9% | +102.3% | +104.1% |
| 1Y | +121.7% | +24.7% | +97.1% | +110.9% |
| 3Y | +139.8% | +211.6% | -71.8% | +85.7% |
| 5Y | +85.1% | +130.6% | -45.5% | +46.9% |
| 10Y | +1,341.4% | +96.5% | +1,244.9% | +1,012.9% |
| All | +1,341.4% | +97.8% | +1,243.6% | +1,012.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling