+127.9%
UAL vs RL
+240.9%
-113.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +0.9% | +2.7% |
| 7D | +10.2% | +0.2% | +9.9% | +10.1% |
| 30D | +12.0% | +7.3% | +4.7% | +6.7% |
| 3M | -7.1% | +1.0% | -8.1% | -8.1% |
| 6M | +20.9% | +11.8% | +9.1% | +10.2% |
| YTD | +7.7% | +13.6% | -6.0% | -2.5% |
| 1Y | +23.6% | +24.0% | -0.5% | +5.0% |
| 3Y | +222.6% | +256.6% | -34.0% | +29.5% |
| 5Y | +127.9% | +240.2% | -112.3% | -3.9% |
| All | +127.9% | +240.9% | -113.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling