+25.4%
UAL vs STRL
-26.6%
+52.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +12.5% | -19.8% | +32.3% | +15.1% |
| 30D | +12.2% | -43.6% | +55.7% | +22.0% |
| 3M | -2.6% | -45.2% | +42.6% | +6.0% |
| 6M | +21.1% | -65.7% | +86.8% | +40.2% |
| YTD | +7.8% | -5.4% | +13.3% | -6.5% |
| 1Y | +25.4% | -24.7% | +50.1% | +13.5% |
| All | +25.4% | -26.6% | +52.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling