+18.4%
UAL vs RL
+18.2%
+0.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.8% |
| 7D | +2.3% | -4.4% | +6.6% | +5.5% |
| 30D | +13.3% | +5.6% | +7.8% | +9.2% |
| 3M | -6.3% | -0.6% | -5.6% | -5.9% |
| 6M | +22.5% | +15.5% | +7.1% | +8.7% |
| YTD | +5.9% | +12.3% | -6.5% | -2.5% |
| All | +18.4% | +18.2% | +0.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling