+232.1%
W vs UAL
+94.5%
+137.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.4% |
| 7D | -3.6% | +8.2% | -11.8% | -6.9% |
| 30D | +7.0% | +2.3% | +4.6% | +5.8% |
| 3M | +7.4% | -12.7% | +20.1% | +14.0% |
| 6M | +69.3% | +12.7% | +56.6% | +61.8% |
| YTD | +11.3% | +0.8% | +10.5% | +11.6% |
| 1Y | +13.2% | +17.8% | -4.6% | +5.5% |
| 3Y | +142.0% | +206.7% | -64.7% | +48.6% |
| 5Y | -54.6% | +113.9% | -168.5% | -68.3% |
| All | +232.1% | +94.5% | +137.6% | +133.9% |
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