+92.7%
USB vs UAL
+90.6%
+2.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.7% |
| 7D | -1.5% | +5.0% | -6.5% | -3.0% |
| 30D | +4.3% | -1.2% | +5.5% | +4.3% |
| 3M | -6.1% | -16.8% | +10.7% | -1.2% |
| 6M | +9.4% | +18.0% | -8.6% | +2.2% |
| YTD | +15.2% | -1.2% | +16.4% | +12.4% |
| 1Y | +32.8% | +14.3% | +18.4% | +23.5% |
| 3Y | +91.3% | +194.6% | -103.3% | +24.1% |
| 5Y | +22.7% | +109.6% | -87.0% | -15.4% |
| All | +92.7% | +90.6% | +2.1% | +25.9% |
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