+92.6%
UAL vs URA
+278.3%
-185.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.1% |
| 7D | +8.2% | -4.1% | +12.3% | +10.0% |
| 30D | +2.3% | -19.0% | +21.3% | +11.8% |
| 3M | -12.7% | -25.1% | +12.5% | -1.8% |
| 6M | +12.7% | -44.5% | +57.2% | +42.8% |
| YTD | +0.8% | -24.3% | +25.1% | +9.2% |
| 1Y | +17.8% | -28.1% | +45.9% | +29.8% |
| 3Y | +206.7% | +40.7% | +166.0% | +131.9% |
| 5Y | +113.9% | +35.5% | +78.4% | +55.6% |
| All | +92.6% | +278.3% | -185.7% | -35.8% |
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