+0.4%
BX vs UAL
+109.3%
-108.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | +1.8% | +8.2% | -6.4% | -1.4% |
| 30D | +7.9% | +2.3% | +5.5% | +6.7% |
| 3M | -9.6% | -12.7% | +3.1% | -4.9% |
| 6M | -2.3% | +12.7% | -15.0% | -8.6% |
| YTD | -19.3% | +0.8% | -20.1% | -22.1% |
| 1Y | -13.2% | +17.8% | -31.0% | -22.0% |
| 3Y | +33.8% | +206.7% | -172.9% | -27.9% |
| All | +0.4% | +109.3% | -108.9% | -42.5% |
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