+101.1%
UAL vs BB
+28.9%
+72.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +12.5% | +11.6% | +0.9% | +9.6% |
| 30D | +12.2% | +2.6% | +9.6% | +11.1% |
| 3M | -2.6% | +3.5% | -6.1% | -4.4% |
| 6M | +21.1% | +43.5% | -22.4% | +7.2% |
| YTD | +7.8% | +141.2% | -133.3% | -16.8% |
| 1Y | +25.4% | +97.4% | -72.0% | +1.3% |
| 3Y | +217.3% | +151.1% | +66.2% | +128.4% |
| 5Y | +132.9% | -12.8% | +145.7% | +104.7% |
| 10Y | +101.1% | +27.5% | +73.7% | +15.4% |
| All | +101.1% | +28.9% | +72.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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