+679.5%
BX vs UAL
+103.3%
+576.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.8% |
| 7D | -2.0% | +3.5% | -5.4% | -3.0% |
| 30D | -2.3% | -16.5% | +14.2% | +2.9% |
| 3M | +18.5% | +2.8% | +15.7% | +16.7% |
| 6M | +23.7% | +17.6% | +6.2% | +15.9% |
| YTD | -10.4% | -3.2% | -7.2% | -11.2% |
| 1Y | -19.6% | +0.4% | -20.0% | -21.6% |
| 3Y | +30.8% | +128.2% | -97.4% | -3.7% |
| 5Y | +24.3% | +137.7% | -113.4% | -11.8% |
| 10Y | +679.5% | +99.1% | +580.3% | +451.1% |
| All | +679.5% | +103.3% | +576.1% | +451.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling