+248.5%
UAL vs STRL
+1,180.6%
-932.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.9% | +9.3% | +0.1% |
| 7D | +5.0% | -34.6% | +39.6% | +18.3% |
| 30D | -1.2% | -56.7% | +55.4% | +27.3% |
| 3M | -16.8% | -54.4% | +37.6% | +4.6% |
| 6M | +18.0% | -69.7% | +87.6% | +63.3% |
| YTD | -1.2% | -20.2% | +19.0% | -8.7% |
| 1Y | +14.3% | -40.6% | +54.9% | +16.0% |
| 3Y | +194.6% | +221.7% | -27.1% | +48.2% |
| 5Y | +109.6% | +799.0% | -689.4% | -30.1% |
| 10Y | +93.1% | +3,451.5% | -3,358.4% | -64.9% |
| All | +248.5% | +1,180.6% | -932.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling