+109.6%
UAL vs URI
+178.2%
-68.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.1% | +2.6% | -0.4% |
| 7D | +5.0% | -12.9% | +17.9% | +13.4% |
| 30D | -1.2% | -3.4% | +2.2% | +0.4% |
| 3M | -16.8% | -10.0% | -6.8% | -12.1% |
| 6M | +18.0% | +12.2% | +5.8% | +8.4% |
| YTD | -1.2% | +29.8% | -30.9% | -19.8% |
| 1Y | +14.3% | +24.6% | -10.3% | -4.6% |
| 3Y | +194.6% | +137.6% | +57.0% | +57.3% |
| 5Y | +109.6% | +176.6% | -67.0% | +4.2% |
| All | +109.6% | +178.2% | -68.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling