+141.8%
UMC vs UAL
+131.8%
+10.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +5.7% |
| 7D | +6.6% | +3.5% | +3.1% | +5.6% |
| 30D | +16.6% | -16.5% | +33.0% | +21.7% |
| 3M | +11.0% | +2.8% | +8.2% | +10.4% |
| 6M | +131.3% | +17.6% | +113.7% | +122.5% |
| YTD | +182.5% | -3.2% | +185.7% | +180.9% |
| 1Y | +222.3% | +0.4% | +221.8% | +216.1% |
| 3Y | +253.0% | +128.2% | +124.9% | +160.7% |
| 5Y | +141.8% | +137.7% | +4.1% | +65.0% |
| All | +141.8% | +131.8% | +10.1% | +65.0% |
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 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