+599.5%
XYZ vs UAL
+94.5%
+505.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +12.1% | +8.2% | +4.0% | +9.1% |
| 30D | +12.4% | +2.3% | +10.0% | +11.5% |
| 3M | +8.2% | -12.7% | +20.9% | +13.7% |
| 6M | +20.7% | +12.7% | +8.0% | +14.6% |
| YTD | +31.3% | +0.8% | +30.5% | +27.8% |
| 1Y | +20.5% | +17.8% | +2.7% | +10.0% |
| 3Y | +72.6% | +206.7% | -134.1% | +4.3% |
| 5Y | -64.0% | +113.9% | -177.9% | -75.6% |
| All | +599.5% | +94.5% | +505.0% | +412.1% |
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