+1,962.2%
UNP vs UAL
+242.1%
+1,720.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | -5.3% | +0.7% | -6.1% | -5.5% |
| 30D | -1.5% | -16.1% | +14.6% | +1.1% |
| 3M | +10.3% | +6.1% | +4.1% | +8.7% |
| 6M | +9.7% | +10.8% | -1.2% | +6.8% |
| YTD | +27.1% | -0.4% | +27.5% | +25.5% |
| 1Y | +32.6% | +5.0% | +27.6% | +29.2% |
| 3Y | +40.0% | +124.0% | -84.0% | +16.8% |
| 5Y | +50.8% | +141.0% | -90.1% | +20.9% |
| 10Y | +278.6% | +118.0% | +160.6% | +184.6% |
| All | +1,962.2% | +242.1% | +1,720.1% | +1,014.4% |
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