+160.3%
W vs UAL
+223.7%
-63.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +1.1% | +12.5% | -11.4% | -6.3% |
| 30D | +6.4% | +12.2% | -5.8% | -1.6% |
| 3M | +9.0% | -2.6% | +11.6% | +10.1% |
| 6M | +69.8% | +21.1% | +48.7% | +50.8% |
| YTD | +12.1% | +7.8% | +4.2% | +6.4% |
| 1Y | 0.0% | +25.4% | -25.4% | -14.2% |
| 3Y | +160.3% | +217.3% | -57.0% | +16.6% |
| All | +160.3% | +223.7% | -63.3% | +16.6% |
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