+61.8%
UMC vs UAL
+113.1%
-51.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | -17.0% | +8.2% | -25.1% | -18.6% |
| 30D | -40.6% | +2.3% | -42.9% | -41.0% |
| 3M | -27.9% | -12.7% | -15.2% | -25.5% |
| 6M | -7.5% | +12.7% | -20.2% | -10.0% |
| YTD | +79.3% | +0.8% | +78.5% | +76.5% |
| 1Y | +92.8% | +17.8% | +75.0% | +82.5% |
| 3Y | +108.2% | +206.7% | -98.5% | +39.2% |
| All | +61.8% | +113.1% | -51.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling