-33.5%
UPS vs UAL
+136.8%
-170.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | -3.7% | -1.1% | -2.5% | -3.5% |
| 30D | -3.7% | -13.4% | +9.7% | -0.9% |
| 3M | -6.6% | -2.3% | -4.3% | -6.5% |
| 6M | +2.6% | +13.3% | -10.8% | -1.1% |
| YTD | +4.8% | -4.2% | +9.0% | +4.1% |
| 1Y | +25.3% | +1.4% | +23.9% | +22.5% |
| 3Y | -26.9% | +125.8% | -152.7% | -42.6% |
| 5Y | -33.5% | +130.0% | -163.5% | -50.8% |
| All | -33.5% | +136.8% | -170.3% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling