+248.5%
UAL vs RL
+779.0%
-530.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.8% | +0.3% |
| 7D | +5.0% | -4.7% | +9.7% | +8.5% |
| 30D | -1.2% | +3.6% | -4.8% | -3.4% |
| 3M | -16.8% | +0.5% | -17.3% | -17.5% |
| 6M | +18.0% | +6.6% | +11.4% | +11.5% |
| YTD | -1.2% | +8.8% | -10.0% | -7.3% |
| 1Y | +14.3% | +21.8% | -7.4% | -0.6% |
| 3Y | +194.6% | +245.8% | -51.3% | +26.4% |
| 5Y | +109.6% | +230.0% | -120.4% | -9.4% |
| 10Y | +93.1% | +369.4% | -276.4% | -41.4% |
| All | +248.5% | +779.0% | -530.5% | -56.2% |
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