+27.0%
UPS vs UAL
+0.7%
+26.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.2% |
| 7D | -2.1% | +3.5% | -5.6% | -2.8% |
| 30D | -2.3% | -16.5% | +14.1% | +1.1% |
| 3M | -5.2% | +2.8% | -8.0% | -6.3% |
| 6M | +1.4% | +17.6% | -16.2% | -3.0% |
| YTD | +6.1% | -3.2% | +9.3% | +4.1% |
| 1Y | +27.0% | +0.4% | +26.6% | +24.3% |
| All | +27.0% | +0.7% | +26.3% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling