+32.9%
W vs UAL
+127.4%
-94.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.8% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | -7.6% | -16.1% | +8.5% | +3.9% |
| 3M | +37.2% | +6.1% | +31.0% | +33.1% |
| 6M | +26.3% | +10.8% | +15.5% | +18.3% |
| YTD | -1.0% | -0.4% | -0.6% | -0.4% |
| 1Y | +20.1% | +5.0% | +15.1% | +14.4% |
| All | +32.9% | +127.4% | -94.5% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling