+299.8%
UAL vs URA
-31.1%
+330.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -16.1% | +7.4% | -23.5% | -18.5% |
| 3M | +6.1% | -8.4% | +14.5% | +8.9% |
| 6M | +10.8% | -12.7% | +23.6% | +15.0% |
| YTD | -0.4% | +7.8% | -8.2% | -5.9% |
| 1Y | +5.0% | +19.5% | -14.4% | -6.2% |
| 3Y | +124.0% | +116.4% | +7.6% | +51.7% |
| 5Y | +141.0% | +134.3% | +6.7% | +49.0% |
| 10Y | +118.0% | +359.3% | -241.2% | -3.1% |
| All | +299.8% | -31.1% | +330.9% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling