+5.0%
UAL vs EXR
+1.1%
+3.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | +0.7% | -2.6% | +3.3% | +2.1% |
| 30D | -16.1% | -7.2% | -8.9% | -12.8% |
| 3M | +6.1% | -3.5% | +9.6% | +7.5% |
| 6M | +10.8% | -5.3% | +16.1% | +10.5% |
| YTD | -0.4% | +9.4% | -9.7% | -5.2% |
| 1Y | +5.0% | +1.3% | +3.7% | +0.2% |
| All | +5.0% | +1.1% | +3.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling