+73.7%
UAL vs UL
+109.3%
-35.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -3.0% | +1.1% | -4.2% | -3.5% |
| 30D | +10.5% | +4.5% | +6.0% | +8.4% |
| 3M | -13.5% | +6.5% | -20.0% | -15.8% |
| 6M | +14.2% | +18.2% | -3.9% | +6.3% |
| YTD | -2.2% | +4.7% | -6.9% | -5.1% |
| 1Y | +12.5% | +0.8% | +11.7% | +10.7% |
| 3Y | +186.8% | +35.9% | +150.9% | +142.8% |
| 5Y | +119.4% | +33.4% | +86.0% | +83.8% |
| All | +73.7% | +109.3% | -35.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling