+1,966.0%
UNP vs UAL
+246.2%
+1,719.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.7% | -2.9% |
| 7D | -4.6% | +8.2% | -12.7% | -5.8% |
| 30D | +5.6% | +2.3% | +3.3% | +5.1% |
| 3M | -1.3% | -12.7% | +11.4% | +0.5% |
| 6M | +9.2% | +12.7% | -3.5% | +6.2% |
| YTD | +27.3% | +0.8% | +26.5% | +25.1% |
| 1Y | +35.9% | +17.8% | +18.1% | +30.1% |
| 3Y | +45.5% | +206.7% | -161.2% | +15.3% |
| 5Y | +36.0% | +113.9% | -77.9% | +10.9% |
| 10Y | +307.2% | +97.0% | +210.2% | +209.8% |
| All | +1,966.0% | +246.2% | +1,719.8% | +1,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling