+186.8%
UAL vs USAR
-20.4%
+207.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | -3.0% | -0.8% | -2.3% | -3.0% |
| 30D | +10.5% | -20.9% | +31.4% | +11.7% |
| 3M | -13.5% | -56.2% | +42.7% | -9.7% |
| 6M | +14.2% | -67.9% | +82.1% | +20.3% |
| YTD | -2.2% | -31.4% | +29.2% | -0.2% |
| 1Y | +12.5% | -45.1% | +57.5% | +15.3% |
| 3Y | +186.8% | -20.3% | +207.1% | +221.6% |
| All | +186.8% | -20.4% | +207.2% | +221.6% |
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