+27.6%
BX vs UAL
+142.0%
-114.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | +0.1% | -16.1% | +16.2% | +7.0% |
| 3M | +16.0% | +6.1% | +9.9% | +12.1% |
| 6M | +21.6% | +10.8% | +10.8% | +13.9% |
| YTD | -8.9% | -0.4% | -8.5% | -11.3% |
| 1Y | -16.6% | +5.0% | -21.6% | -21.2% |
| 3Y | +43.3% | +124.0% | -80.7% | -8.2% |
| All | +27.6% | +142.0% | -114.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling