+17.8%
UAL vs USAR
-51.6%
+69.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +0.7% |
| 7D | +8.2% | -14.5% | +22.7% | +10.0% |
| 30D | +2.3% | -37.8% | +40.2% | +8.1% |
| 3M | -12.7% | -52.8% | +40.1% | -4.9% |
| 6M | +12.7% | -71.2% | +83.9% | +26.6% |
| YTD | +0.8% | -30.9% | +31.7% | +6.9% |
| 1Y | +17.8% | -48.0% | +65.8% | +26.1% |
| All | +17.8% | -51.6% | +69.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling