+217.3%
UAL vs USAR
-22.7%
+240.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.7% |
| 7D | +12.5% | -9.1% | +21.5% | +13.0% |
| 30D | +12.2% | -36.9% | +49.1% | +15.0% |
| 3M | -2.6% | -58.4% | +55.8% | +2.0% |
| 6M | +21.1% | -70.6% | +91.7% | +28.0% |
| YTD | +7.8% | -33.4% | +41.3% | +10.3% |
| 1Y | +25.4% | -54.0% | +79.4% | +29.3% |
| 3Y | +217.3% | -22.7% | +240.0% | +259.3% |
| All | +217.3% | -22.7% | +240.0% | +259.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling