+35.6%
UNP vs UAL
+109.3%
-73.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -2.9% |
| 7D | -4.6% | +8.2% | -12.7% | -5.7% |
| 30D | +5.6% | +2.3% | +3.3% | +5.1% |
| 3M | -1.3% | -12.7% | +11.4% | +0.4% |
| 6M | +9.2% | +12.7% | -3.5% | +6.3% |
| YTD | +27.3% | +0.8% | +26.5% | +25.3% |
| 1Y | +35.9% | +17.8% | +18.1% | +30.2% |
| 3Y | +45.5% | +206.7% | -161.2% | +13.1% |
| All | +35.6% | +109.3% | -73.6% | +13.1% |
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 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