+139.2%
UAL vs UL
+23.5%
+115.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -16.1% | +0.5% | -16.6% | -16.3% |
| 3M | +6.1% | +17.6% | -11.5% | -0.1% |
| 6M | +10.8% | -5.4% | +16.2% | +12.4% |
| YTD | -0.4% | +0.7% | -1.1% | -1.6% |
| 1Y | +5.0% | -9.3% | +14.3% | +7.8% |
| 3Y | +124.0% | +24.5% | +99.5% | +96.1% |
| All | +139.2% | +23.5% | +115.7% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling