+112.3%
UAL vs RL
+226.8%
-114.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +3.0% |
| 7D | +8.2% | -4.2% | +12.3% | +11.5% |
| 30D | +2.3% | +4.3% | -1.9% | -0.6% |
| 3M | -12.7% | -4.6% | -8.1% | -10.1% |
| 6M | +12.7% | +1.7% | +11.0% | +9.6% |
| YTD | +0.8% | +7.3% | -6.5% | -5.0% |
| 1Y | +17.8% | +20.8% | -3.0% | +1.9% |
| 3Y | +206.7% | +247.0% | -40.3% | +25.5% |
| All | +112.3% | +226.8% | -114.6% | -7.0% |
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 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