-53.1%
W vs UAL
+129.5%
-182.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.9% |
| 7D | -7.4% | +2.3% | -9.6% | -8.8% |
| 30D | +7.8% | +13.3% | -5.5% | -1.2% |
| 3M | +10.9% | -6.3% | +17.2% | +15.0% |
| 6M | +86.4% | +22.5% | +63.9% | +63.2% |
| YTD | +14.0% | +5.9% | +8.1% | +9.2% |
| 1Y | +3.5% | +24.7% | -21.1% | -11.8% |
| 3Y | +164.8% | +211.6% | -46.8% | +10.5% |
| 5Y | -53.1% | +130.6% | -183.7% | -79.5% |
| All | -53.1% | +129.5% | -182.6% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling