-8.5%
BX vs UAL
+22.8%
-31.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.0% | -1.7% | +3.8% |
| 7D | +8.3% | +11.9% | -3.6% | +4.7% |
| 30D | +13.5% | +5.2% | +8.3% | +11.6% |
| 3M | -7.6% | -12.7% | +5.1% | -4.5% |
| 6M | +4.0% | +28.5% | -24.5% | -4.9% |
| YTD | -15.2% | +3.5% | -18.7% | -17.0% |
| 1Y | -8.5% | +27.5% | -36.0% | -15.2% |
| All | -8.5% | +22.8% | -31.3% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling