+92.6%
UAL vs UL
+96.4%
-3.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +3.0% |
| 7D | +8.2% | +1.1% | +7.0% | +7.7% |
| 30D | +2.3% | +8.2% | -5.9% | -1.0% |
| 3M | -12.7% | +4.5% | -17.2% | -14.4% |
| 6M | +12.7% | +12.6% | +0.1% | +7.0% |
| YTD | +0.8% | +3.5% | -2.7% | -1.6% |
| 1Y | +17.8% | -0.4% | +18.2% | +16.5% |
| 3Y | +206.7% | +36.0% | +170.7% | +159.6% |
| 5Y | +113.9% | +30.9% | +82.9% | +80.9% |
| All | +92.6% | +96.4% | -3.8% | +61.6% |
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