+200.6%
W vs UAL
+141.2%
+59.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.6% | -3.7% | -6.2% |
| 7D | -5.6% | +5.0% | -10.6% | -7.5% |
| 30D | +7.5% | -1.2% | +8.8% | +8.1% |
| 3M | +5.4% | -16.8% | +22.2% | +14.0% |
| 6M | +79.4% | +18.0% | +61.4% | +68.7% |
| YTD | +12.9% | -1.2% | +14.1% | +14.4% |
| 1Y | +12.4% | +14.3% | -1.9% | +6.7% |
| 3Y | +128.5% | +194.6% | -66.1% | +47.1% |
| 5Y | -54.0% | +109.6% | -163.6% | -66.7% |
| 10Y | +248.8% | +93.1% | +155.7% | +125.0% |
| All | +200.6% | +141.2% | +59.3% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling