+227.5%
UNH vs UAL
+99.5%
+128.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +0.2% | +12.5% | -12.3% | -1.3% |
| 30D | +6.8% | +12.2% | -5.4% | +5.1% |
| 3M | -0.3% | -2.6% | +2.3% | -0.2% |
| 6M | +7.9% | +21.1% | -13.2% | +4.6% |
| YTD | +25.1% | +7.8% | +17.3% | +22.4% |
| 1Y | +29.3% | +25.4% | +3.9% | +24.0% |
| 3Y | -20.3% | +217.3% | -237.6% | -34.6% |
| 5Y | -3.6% | +132.9% | -136.5% | -20.0% |
| 10Y | +227.5% | +101.1% | +126.3% | +163.0% |
| All | +227.5% | +99.5% | +128.0% | +163.0% |
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 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