+139.2%
UAL vs RL
+238.1%
-98.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | -16.1% | -7.8% | -8.3% | -11.8% |
| 3M | +6.1% | -4.0% | +10.1% | +8.5% |
| 6M | +10.8% | -1.9% | +12.7% | +11.1% |
| YTD | -0.4% | -0.2% | -0.2% | -1.1% |
| 1Y | +5.0% | +10.7% | -5.6% | -3.5% |
| 3Y | +124.0% | +210.8% | -86.7% | +0.9% |
| All | +139.2% | +238.1% | -98.9% | -4.4% |
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