+255.6%
UAL vs BAX
+92.6%
+163.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +8.2% | +12.1% | -4.0% | +2.1% |
| 30D | +2.3% | +7.6% | -5.3% | -1.8% |
| 3M | -12.7% | -4.5% | -8.2% | -11.3% |
| 6M | +12.7% | +52.0% | -39.3% | -10.3% |
| YTD | +0.8% | +35.1% | -34.3% | -16.1% |
| 1Y | +17.8% | +43.7% | -25.9% | -5.2% |
| 3Y | +206.7% | -20.9% | +227.6% | +218.9% |
| 5Y | +113.9% | -63.5% | +177.4% | +229.5% |
| 10Y | +97.0% | -36.0% | +133.0% | +82.4% |
| All | +255.6% | +92.6% | +163.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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