+76.8%
UAL vs STRL
+3,816.9%
-3,740.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | +0.7% | +23.4% | -22.7% | -6.2% |
| 30D | +7.8% | -39.5% | +47.3% | +23.9% |
| 3M | -11.1% | -45.1% | +34.0% | +4.7% |
| 6M | +16.1% | -64.6% | +80.7% | +52.8% |
| YTD | -0.5% | -1.5% | +1.0% | -16.5% |
| 1Y | +11.3% | -20.8% | +32.1% | +0.3% |
| 3Y | +192.8% | +353.1% | -160.3% | +19.0% |
| 5Y | +123.3% | +942.9% | -819.6% | -40.1% |
| All | +76.8% | +3,816.9% | -3,740.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling