+248.5%
UAL vs EXR
+2,447.2%
-2,198.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | +5.0% | +6.8% | -1.8% | +0.9% |
| 30D | -1.2% | +19.6% | -20.8% | -11.7% |
| 3M | -16.8% | +8.0% | -24.7% | -20.7% |
| 6M | +18.0% | +17.2% | +0.8% | +6.4% |
| YTD | -1.2% | +27.2% | -28.4% | -15.5% |
| 1Y | +14.3% | +26.1% | -11.7% | -1.9% |
| 3Y | +194.6% | +70.7% | +123.9% | +98.9% |
| 5Y | +109.6% | +1.0% | +108.7% | +89.4% |
| 10Y | +93.1% | +227.1% | -134.0% | -31.1% |
| All | +248.5% | +2,447.2% | -2,198.7% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling