+251.3%
UAL vs URI
+3,402.6%
-3,151.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.8% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | -16.1% | -12.9% | -3.2% | -10.6% |
| 3M | +6.1% | -6.7% | +12.9% | +9.0% |
| 6M | +10.8% | +19.0% | -8.1% | 0.0% |
| YTD | -0.4% | +25.5% | -25.9% | -13.1% |
| 1Y | +5.0% | +5.5% | -0.5% | -0.7% |
| 3Y | +124.0% | +111.3% | +12.7% | +52.1% |
| 5Y | +141.0% | +198.6% | -57.6% | +37.3% |
| 10Y | +118.0% | +1,179.9% | -1,061.9% | -35.4% |
| All | +251.3% | +3,402.6% | -3,151.2% | -65.5% |
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