+43.7%
UPS vs UAL
+99.5%
-55.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | +1.7% | +12.5% | -10.7% | -0.2% |
| 30D | +17.4% | +12.2% | +5.2% | +15.2% |
| 3M | +7.7% | -2.6% | +10.3% | +7.9% |
| 6M | +13.8% | +21.1% | -7.2% | +9.7% |
| YTD | +17.3% | +7.8% | +9.5% | +14.4% |
| 1Y | +27.2% | +25.4% | +1.8% | +21.1% |
| 3Y | -5.6% | +217.3% | -223.0% | -24.2% |
| 5Y | -33.5% | +132.9% | -166.4% | -45.6% |
| 10Y | +43.7% | +101.1% | -57.5% | +24.9% |
| All | +43.7% | +99.5% | -55.8% | +24.9% |
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