+101.1%
UAL vs URA
+289.1%
-187.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.6% |
| 7D | +12.5% | +0.3% | +12.1% | +12.3% |
| 30D | +12.2% | -14.8% | +27.0% | +20.0% |
| 3M | -2.6% | -25.3% | +22.7% | +9.8% |
| 6M | +21.1% | -39.9% | +61.0% | +48.4% |
| YTD | +7.8% | -22.4% | +30.2% | +15.6% |
| 1Y | +25.4% | -29.0% | +54.4% | +39.1% |
| 3Y | +217.3% | +41.0% | +176.4% | +140.1% |
| 5Y | +132.9% | +38.3% | +94.5% | +68.2% |
| 10Y | +101.1% | +276.1% | -174.9% | -35.9% |
| All | +101.1% | +289.1% | -187.9% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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