+245.3%
UNH vs UAL
+98.4%
+146.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.7% | -1.1% | -0.5% | -1.5% |
| 30D | -3.8% | -13.4% | +9.6% | -2.1% |
| 3M | -4.3% | -2.3% | -2.0% | -4.3% |
| 6M | +38.6% | +13.3% | +25.3% | +35.3% |
| YTD | +20.7% | -4.2% | +24.9% | +20.1% |
| 1Y | +16.0% | +1.4% | +14.6% | +14.3% |
| 3Y | -13.5% | +125.8% | -139.3% | -25.8% |
| 5Y | +3.5% | +130.0% | -126.5% | -14.4% |
| 10Y | +245.3% | +104.2% | +141.1% | +164.2% |
| All | +245.3% | +98.4% | +146.9% | +164.2% |
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