+76.8%
UAL vs URA
+272.2%
-195.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | -4.4% |
| 7D | +0.7% | +4.5% | -3.8% | -1.2% |
| 30D | +7.8% | -13.4% | +21.2% | +14.5% |
| 3M | -11.1% | -28.4% | +17.3% | +2.1% |
| 6M | +16.1% | -40.5% | +56.5% | +43.1% |
| YTD | -0.5% | -24.3% | +23.8% | +7.8% |
| 1Y | +11.3% | -28.8% | +40.1% | +23.3% |
| 3Y | +192.8% | +37.6% | +155.2% | +123.9% |
| 5Y | +123.3% | +30.7% | +92.6% | +65.7% |
| All | +76.8% | +272.2% | -195.5% | -47.8% |
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