-20.9%
BITO vs UAL
+133.1%
-153.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -3.0% |
| 7D | -9.2% | -3.0% | -6.2% | -8.4% |
| 30D | -15.9% | +10.5% | -26.4% | -18.9% |
| 3M | +7.3% | -13.5% | +20.8% | +11.8% |
| 6M | -15.2% | +14.2% | -29.4% | -20.6% |
| YTD | -23.8% | -2.2% | -21.5% | -25.8% |
| 1Y | -32.2% | +12.5% | -44.7% | -37.2% |
| 3Y | +55.1% | +186.8% | -131.7% | -3.6% |
| 5Y | -16.7% | +119.4% | -136.1% | -45.4% |
| All | -20.9% | +133.1% | -153.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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