+210.1%
W vs UAL
+80.6%
+129.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | +6.8% | +10.5% | -3.6% | +1.9% |
| 3M | +10.7% | -13.5% | +24.2% | +17.9% |
| 6M | +86.3% | +14.2% | +72.1% | +76.7% |
| YTD | +11.5% | -2.2% | +13.7% | +13.3% |
| 1Y | +5.1% | +12.5% | -7.4% | -0.1% |
| 3Y | +171.0% | +186.8% | -15.8% | +71.0% |
| 5Y | -56.6% | +119.4% | -176.0% | -69.8% |
| All | +210.1% | +80.6% | +129.6% | +123.7% |
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