+251.3%
UAL vs EXR
+2,089.5%
-1,838.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | +0.7% | -2.6% | +3.3% | +2.3% |
| 30D | -16.1% | -7.2% | -8.9% | -12.1% |
| 3M | +6.1% | -3.5% | +9.6% | +8.1% |
| 6M | +10.8% | -5.3% | +16.1% | +14.6% |
| YTD | -0.4% | +9.4% | -9.7% | -6.4% |
| 1Y | +5.0% | +1.3% | +3.7% | +3.1% |
| 3Y | +124.0% | +22.4% | +101.6% | +86.8% |
| 5Y | +141.0% | -12.2% | +153.2% | +135.7% |
| 10Y | +118.0% | +148.6% | -30.6% | -7.1% |
| All | +251.3% | +2,089.5% | -1,838.1% | -71.9% |
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