+177.8%
UPS vs UAL
+242.1%
-64.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -3.5% | -16.1% | +12.6% | -1.2% |
| 3M | -5.7% | +6.1% | -11.9% | -6.8% |
| 6M | -4.4% | +10.8% | -15.2% | -6.3% |
| YTD | +8.0% | -0.4% | +8.4% | +7.1% |
| 1Y | +29.0% | +5.0% | +24.0% | +26.6% |
| 3Y | -27.7% | +124.0% | -151.7% | -37.7% |
| 5Y | -34.3% | +141.0% | -175.3% | -45.2% |
| 10Y | +37.8% | +118.0% | -80.2% | +7.4% |
| All | +177.8% | +242.1% | -64.3% | +52.3% |
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 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