+12.5%
USB vs UAL
+25.8%
-13.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | +0.6% |
| 7D | +2.4% | +11.9% | -9.5% | +0.5% |
| 30D | +6.6% | +5.2% | +1.3% | +5.5% |
| 3M | -4.1% | -12.7% | +8.6% | -2.7% |
| 6M | +12.5% | +28.5% | -16.1% | +7.6% |
| All | +12.5% | +25.8% | -13.4% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling