+293.8%
UNP vs UAL
+106.7%
+187.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.1% |
| 7D | -3.3% | +10.2% | -13.5% | -5.1% |
| 30D | +6.7% | +12.0% | -5.3% | +4.2% |
| 3M | +1.8% | -7.1% | +8.9% | +2.8% |
| 6M | +13.3% | +20.9% | -7.6% | +7.9% |
| YTD | +30.3% | +7.7% | +22.7% | +25.9% |
| 1Y | +36.9% | +23.6% | +13.4% | +28.3% |
| 3Y | +50.9% | +222.6% | -171.6% | +9.9% |
| 5Y | +37.9% | +127.9% | -90.0% | +4.2% |
| 10Y | +293.8% | +100.2% | +193.6% | +194.6% |
| All | +293.8% | +106.7% | +187.1% | +194.6% |
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