+76.8%
UAL vs RL
+342.1%
-265.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.5% |
| 7D | +0.7% | +2.4% | -1.7% | -0.7% |
| 30D | +7.8% | +4.6% | +3.2% | +4.9% |
| 3M | -11.1% | -1.1% | -10.0% | -10.5% |
| 6M | +16.1% | +16.5% | -0.5% | +3.9% |
| YTD | -0.5% | +11.4% | -11.9% | -7.8% |
| 1Y | +11.3% | +16.1% | -4.8% | +0.3% |
| 3Y | +192.8% | +252.6% | -59.8% | +28.6% |
| 5Y | +123.3% | +244.9% | -121.6% | -2.9% |
| All | +76.8% | +342.1% | -265.4% | -31.6% |
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