+265.2%
UAL vs URI
+3,797.7%
-3,532.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.4% | +12.3% | +10.0% |
| 7D | +11.9% | -4.3% | +16.2% | +14.0% |
| 30D | +5.2% | +4.6% | +0.6% | +2.9% |
| 3M | -12.7% | -2.1% | -10.6% | -12.2% |
| 6M | +28.5% | +21.9% | +6.6% | +16.0% |
| YTD | +3.5% | +39.7% | -36.2% | -14.3% |
| 1Y | +27.5% | +32.9% | -5.3% | +8.1% |
| 3Y | +208.6% | +155.8% | +52.8% | +91.1% |
| 5Y | +135.6% | +202.4% | -66.9% | +33.2% |
| 10Y | +102.3% | +1,517.7% | -1,415.5% | -45.7% |
| All | +265.2% | +3,797.7% | -3,532.5% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling