+120.4%
UMC vs UAL
+10.5%
+109.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.7% |
| 7D | +11.2% | -3.0% | +14.2% | +12.4% |
| 30D | -28.0% | +10.5% | -38.5% | -30.4% |
| 3M | -20.5% | -13.5% | -7.1% | -16.6% |
| 6M | -1.6% | +14.2% | -15.8% | -2.8% |
| YTD | +99.4% | -2.2% | +101.6% | +90.8% |
| 1Y | +120.4% | +12.5% | +107.9% | +105.1% |
| All | +120.4% | +10.5% | +109.9% | +105.1% |
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