+220.4%
W vs UAL
+97.8%
+122.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | -7.4% | +2.3% | -9.6% | -8.3% |
| 30D | +7.8% | +13.3% | -5.5% | +1.7% |
| 3M | +10.9% | -6.3% | +17.2% | +13.9% |
| 6M | +86.4% | +22.5% | +63.9% | +71.2% |
| YTD | +14.0% | +5.9% | +8.1% | +11.7% |
| 1Y | +3.5% | +24.7% | -21.1% | -6.1% |
| 3Y | +164.8% | +211.6% | -46.8% | +60.8% |
| 5Y | -53.1% | +130.6% | -183.7% | -68.3% |
| 10Y | +220.4% | +96.5% | +124.0% | +121.2% |
| All | +220.4% | +97.8% | +122.7% | +121.2% |
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 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