+305.6%
USB vs UAL
+255.5%
+50.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.0% | -6.1% | -0.1% |
| 7D | +2.4% | +11.9% | -9.5% | -0.5% |
| 30D | +6.6% | +5.2% | +1.3% | +5.0% |
| 3M | -4.1% | -12.7% | +8.6% | -1.3% |
| 6M | +12.5% | +28.5% | -16.1% | +4.4% |
| YTD | +17.6% | +3.5% | +14.1% | +14.2% |
| 1Y | +36.5% | +27.5% | +9.0% | +25.6% |
| 3Y | +95.4% | +208.6% | -113.2% | +38.7% |
| 5Y | +26.1% | +135.6% | -109.4% | -7.6% |
| 10Y | +101.3% | +102.3% | -1.0% | +37.6% |
| All | +305.6% | +255.5% | +50.1% | +42.2% |
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