+129.8%
UAL vs STRL
+484.5%
-354.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.2% | +1.1% |
| 7D | +0.7% | +3.4% | -2.7% | -0.1% |
| 30D | -16.1% | -9.2% | -6.9% | -14.3% |
| 3M | +6.1% | -51.0% | +57.2% | +24.5% |
| 6M | +10.8% | +15.8% | -4.9% | -3.4% |
| YTD | -0.4% | +58.9% | -59.3% | -22.2% |
| 1Y | +5.0% | +68.5% | -63.5% | -21.0% |
| All | +129.8% | +484.5% | -354.7% | +11.0% |
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