+112.3%
UAL vs URI
+166.6%
-54.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | +8.2% | -9.8% | +17.9% | +14.4% |
| 30D | +2.3% | +1.7% | +0.6% | +1.0% |
| 3M | -12.7% | -9.1% | -3.6% | -8.3% |
| 6M | +12.7% | +9.9% | +2.8% | +4.8% |
| YTD | +0.8% | +31.2% | -30.4% | -18.6% |
| 1Y | +17.8% | +25.9% | -8.2% | -2.3% |
| 3Y | +206.7% | +147.4% | +59.3% | +59.7% |
| All | +112.3% | +166.6% | -54.3% | +1.1% |
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