+206.7%
UAL vs STRL
+233.5%
-26.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +1.3% |
| 7D | +8.2% | -26.9% | +35.1% | +14.3% |
| 30D | +2.3% | -52.7% | +55.0% | +19.9% |
| 3M | -12.7% | -52.8% | +40.2% | +1.8% |
| 6M | +12.7% | -71.5% | +84.2% | +44.8% |
| YTD | +0.8% | -17.4% | +18.3% | -9.3% |
| 1Y | +17.8% | -35.0% | +52.7% | +13.0% |
| 3Y | +206.7% | +239.2% | -32.5% | +89.1% |
| All | +206.7% | +233.5% | -26.8% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling