+156.4%
UAL vs USFR
+28.5%
+127.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.1% |
| 30D | +2.3% | +0.4% | +1.9% | +2.3% |
| 3M | -12.7% | +1.1% | -13.7% | -12.9% |
| 6M | +12.7% | +2.1% | +10.6% | +12.2% |
| YTD | +0.8% | +3.4% | -2.6% | +0.1% |
| 1Y | +17.8% | +4.1% | +13.7% | +16.7% |
| 3Y | +206.7% | +14.4% | +192.3% | +198.5% |
| 5Y | +113.9% | +21.3% | +92.5% | +106.7% |
| 10Y | +97.0% | +28.5% | +68.5% | +90.9% |
| All | +156.4% | +28.5% | +127.9% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling