+139.2%
UAL vs USFR
+20.4%
+118.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -16.1% | +0.3% | -16.4% | -17.1% |
| 3M | +6.1% | +1.0% | +5.1% | +2.0% |
| 6M | +10.8% | +1.9% | +8.9% | +1.7% |
| YTD | -0.4% | +2.6% | -3.0% | -12.0% |
| 1Y | +5.0% | +4.0% | +1.0% | -14.5% |
| 3Y | +124.0% | +14.1% | +109.9% | +15.9% |
| All | +139.2% | +20.4% | +118.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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