+92.5%
USB vs UAL
+191.7%
-99.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.9% |
| 7D | -1.5% | +5.0% | -6.5% | -2.8% |
| 30D | +4.3% | -1.2% | +5.5% | +4.4% |
| 3M | -6.1% | -16.8% | +10.7% | -1.9% |
| 6M | +9.4% | +18.0% | -8.6% | +3.1% |
| YTD | +15.2% | -1.2% | +16.4% | +13.0% |
| 1Y | +32.8% | +14.3% | +18.4% | +24.9% |
| All | +92.5% | +191.7% | -99.2% | +31.4% |
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