+122.0%
UAL vs USAR
-18.3%
+140.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +13.3% | -30.1% | +43.4% | +15.5% |
| 3M | -6.3% | -56.3% | +50.0% | -2.1% |
| 6M | +22.5% | -68.6% | +91.1% | +29.1% |
| YTD | +5.9% | -30.5% | +36.4% | +7.9% |
| 1Y | +24.7% | -53.5% | +78.2% | +28.3% |
| 3Y | +211.6% | -19.3% | +230.9% | +253.4% |
| All | +122.0% | -18.3% | +140.3% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling