+194.1%
UPS vs UAL
+246.2%
-52.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | 0.0% | +8.2% | -8.1% | -1.1% |
| 30D | +17.3% | +2.3% | +15.0% | +16.9% |
| 3M | +6.6% | -12.7% | +19.3% | +8.4% |
| 6M | +12.0% | +12.7% | -0.7% | +9.5% |
| YTD | +14.4% | +0.8% | +13.5% | +13.0% |
| 1Y | +23.3% | +17.8% | +5.5% | +19.2% |
| 3Y | -9.6% | +206.7% | -216.3% | -25.4% |
| 5Y | -34.1% | +113.9% | -148.0% | -44.1% |
| 10Y | +49.5% | +97.0% | -47.5% | +18.0% |
| All | +194.1% | +246.2% | -52.2% | +60.7% |
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