+298.3%
UNP vs UAL
+94.5%
+203.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -3.0% |
| 7D | -4.6% | +8.2% | -12.7% | -6.0% |
| 30D | +5.6% | +2.3% | +3.3% | +5.0% |
| 3M | -1.3% | -12.7% | +11.4% | +0.9% |
| 6M | +9.2% | +12.7% | -3.5% | +5.5% |
| YTD | +27.3% | +0.8% | +26.5% | +24.6% |
| 1Y | +35.9% | +17.8% | +18.1% | +28.5% |
| 3Y | +45.5% | +206.7% | -161.2% | +6.9% |
| 5Y | +36.0% | +113.9% | -77.9% | +3.9% |
| All | +298.3% | +94.5% | +203.8% | +203.1% |
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