+98.3%
USB vs UAL
+127.4%
-29.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -1.3% | -16.1% | +14.8% | +3.4% |
| 3M | +15.2% | +6.1% | +9.1% | +12.5% |
| 6M | +18.8% | +10.8% | +8.0% | +13.4% |
| YTD | +21.0% | -0.4% | +21.4% | +18.8% |
| 1Y | +34.0% | +5.0% | +29.0% | +28.8% |
| All | +98.3% | +127.4% | -29.1% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling