+25.4%
UAL vs RL
+22.6%
+2.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | +12.5% | +1.3% | +11.1% | +11.4% |
| 30D | +12.2% | +7.6% | +4.6% | +6.6% |
| 3M | -2.6% | -1.5% | -1.1% | -1.6% |
| 6M | +21.1% | +12.1% | +9.0% | +10.6% |
| YTD | +7.8% | +13.9% | -6.1% | -1.9% |
| 1Y | +25.4% | +20.7% | +4.7% | +8.9% |
| All | +25.4% | +22.6% | +2.8% | +8.9% |
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