+250.9%
UAL vs UL
+419.0%
-168.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.2% |
| 7D | +0.7% | -2.5% | +3.2% | +2.2% |
| 30D | +7.8% | +5.7% | +2.1% | +4.0% |
| 3M | -11.1% | +7.0% | -18.1% | -15.0% |
| 6M | +16.1% | +16.1% | 0.0% | +5.1% |
| YTD | -0.5% | +3.6% | -4.1% | -4.4% |
| 1Y | +11.3% | -1.4% | +12.7% | +9.8% |
| 3Y | +192.8% | +34.1% | +158.8% | +131.4% |
| 5Y | +123.3% | +32.0% | +91.3% | +73.7% |
| 10Y | +84.6% | +104.7% | -20.1% | -2.2% |
| All | +250.9% | +419.0% | -168.1% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling