+101.1%
UAL vs RL
+369.1%
-268.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +12.5% | +1.3% | +11.1% | +11.6% |
| 30D | +12.2% | +7.6% | +4.6% | +7.1% |
| 3M | -2.6% | -1.5% | -1.1% | -1.8% |
| 6M | +21.1% | +12.1% | +9.0% | +11.1% |
| YTD | +7.8% | +13.9% | -6.1% | -1.5% |
| 1Y | +25.4% | +20.7% | +4.7% | +10.3% |
| 3Y | +217.3% | +260.6% | -43.2% | +37.1% |
| 5Y | +132.9% | +248.9% | -116.0% | +0.4% |
| 10Y | +101.1% | +355.9% | -254.8% | -24.0% |
| All | +101.1% | +369.1% | -268.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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