+236.1%
UMC vs UAL
-0.3%
+236.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | +13.6% | -1.1% | +14.8% | +13.9% |
| 30D | +20.8% | -13.4% | +34.2% | +26.0% |
| 3M | +16.1% | -2.3% | +18.4% | +17.3% |
| 6M | +137.3% | +13.3% | +124.0% | +132.4% |
| YTD | +193.8% | -4.2% | +198.0% | +187.1% |
| 1Y | +236.1% | +1.4% | +234.7% | +219.0% |
| All | +236.1% | -0.3% | +236.4% | +219.0% |
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