+108.9%
UAL vs USAR
+74.0%
+34.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.5% |
| 7D | +0.7% | -2.1% | +2.8% | +0.8% |
| 30D | -16.1% | +2.6% | -18.7% | -16.3% |
| 3M | +6.1% | -35.0% | +41.2% | +7.8% |
| 6M | +10.8% | -6.9% | +17.7% | +10.3% |
| YTD | -0.4% | +48.0% | -48.4% | -2.4% |
| 1Y | +5.0% | +24.8% | -19.8% | +3.5% |
| 3Y | +124.0% | +73.2% | +50.8% | +144.4% |
| All | +108.9% | +74.0% | +34.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling