+635.8%
BX vs UAL
+80.6%
+555.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | +0.6% | -3.0% | +3.6% | +1.5% |
| 30D | +14.2% | +10.5% | +3.8% | +10.7% |
| 3M | -18.7% | -13.5% | -5.3% | -15.3% |
| 6M | +2.5% | +14.2% | -11.8% | -2.7% |
| YTD | -18.8% | -2.2% | -16.6% | -20.0% |
| 1Y | -10.3% | +12.5% | -22.8% | -15.4% |
| 3Y | +35.4% | +186.8% | -151.4% | -6.6% |
| 5Y | +0.3% | +119.4% | -119.1% | -27.6% |
| All | +635.8% | +80.6% | +555.3% | +427.9% |
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