+200.6%
UAL vs STRL
+222.3%
-21.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.9% | +9.3% | -1.4% |
| 7D | +5.0% | -34.6% | +39.6% | +13.9% |
| 30D | -1.2% | -56.7% | +55.4% | +18.2% |
| 3M | -16.8% | -54.4% | +37.6% | -2.2% |
| 6M | +18.0% | -69.7% | +87.6% | +48.9% |
| YTD | -1.2% | -20.2% | +19.0% | -10.4% |
| 1Y | +14.3% | -40.6% | +54.9% | +12.5% |
| All | +200.6% | +222.3% | -21.8% | +86.7% |
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 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