+108.6%
UAL vs USAR
-20.3%
+128.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.7% | -5.9% |
| 7D | +0.7% | +8.8% | -8.1% | +0.1% |
| 30D | +7.8% | -28.5% | +36.2% | +9.7% |
| 3M | -11.1% | -56.2% | +45.1% | -7.1% |
| 6M | +16.1% | -68.4% | +84.5% | +22.4% |
| YTD | -0.5% | -32.2% | +31.7% | +1.6% |
| 1Y | +11.3% | -52.3% | +63.6% | +14.5% |
| 3Y | +192.8% | -21.2% | +214.0% | +232.6% |
| All | +108.6% | -20.3% | +128.9% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling