+846.1%
BX vs UAL
+206.8%
+639.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +1.8% | +8.2% | -6.4% | 0.0% |
| 30D | +7.9% | +2.3% | +5.5% | +7.2% |
| 3M | -9.6% | -12.7% | +3.1% | -6.8% |
| 6M | -2.3% | +12.7% | -15.0% | -5.7% |
| YTD | -19.3% | +0.8% | -20.1% | -20.6% |
| 1Y | -13.2% | +17.8% | -31.0% | -17.9% |
| 3Y | +33.8% | +206.7% | -172.9% | -0.9% |
| 5Y | 0.0% | +113.9% | -113.9% | -21.0% |
| 10Y | +685.4% | +97.0% | +588.4% | +462.2% |
| All | +846.1% | +206.8% | +639.3% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling