+36.2%
UPS vs UAL
+103.3%
-67.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.3% |
| 7D | -2.1% | +3.5% | -5.6% | -2.7% |
| 30D | -2.3% | -16.5% | +14.1% | +0.4% |
| 3M | -5.2% | +2.8% | -8.0% | -5.9% |
| 6M | +1.4% | +17.6% | -16.2% | -1.8% |
| YTD | +6.1% | -3.2% | +9.3% | +5.5% |
| 1Y | +27.0% | +0.4% | +26.6% | +25.2% |
| 3Y | -25.9% | +128.2% | -154.1% | -37.4% |
| 5Y | -34.6% | +137.7% | -172.3% | -46.3% |
| 10Y | +36.2% | +99.1% | -63.0% | +16.5% |
| All | +36.2% | +103.3% | -67.2% | +16.5% |
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