+296.6%
UAL vs URA
-53.7%
+350.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.3% | +0.7% | -2.5% |
| 7D | +5.0% | -13.3% | +18.3% | +10.8% |
| 30D | -1.2% | -25.9% | +24.7% | +10.6% |
| 3M | -16.8% | -27.8% | +11.0% | -6.2% |
| 6M | +18.0% | -42.8% | +60.8% | +44.2% |
| YTD | -1.2% | -27.5% | +26.3% | +8.3% |
| 1Y | +14.3% | -35.1% | +49.5% | +30.2% |
| 3Y | +194.6% | +31.1% | +163.5% | +142.3% |
| 5Y | +109.6% | +29.8% | +79.9% | +65.9% |
| 10Y | +93.1% | +265.1% | -172.1% | -5.0% |
| All | +296.6% | -53.7% | +350.3% | +201.6% |
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