+251.3%
UAL vs RL
+706.3%
-455.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.2% |
| 30D | -16.1% | -7.8% | -8.3% | -11.9% |
| 3M | +6.1% | -4.0% | +10.1% | +8.5% |
| 6M | +10.8% | -1.9% | +12.7% | +11.2% |
| YTD | -0.4% | -0.2% | -0.2% | -1.0% |
| 1Y | +5.0% | +10.7% | -5.6% | -3.0% |
| 3Y | +124.0% | +210.8% | -86.7% | +3.1% |
| 5Y | +141.0% | +238.2% | -97.3% | +1.9% |
| 10Y | +118.0% | +313.4% | -195.4% | -28.0% |
| All | +251.3% | +706.3% | -455.0% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling