+88.1%
UAL vs BB
+28.6%
+59.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.7% | -2.5% |
| 7D | +2.3% | +7.3% | -5.1% | +0.5% |
| 30D | +13.3% | +11.2% | +2.1% | +10.1% |
| 3M | -6.3% | +4.7% | -11.0% | -8.3% |
| 6M | +22.5% | +51.1% | -28.6% | +7.1% |
| YTD | +5.9% | +148.0% | -142.2% | -18.9% |
| 1Y | +24.7% | +106.1% | -81.5% | -0.3% |
| 3Y | +211.6% | +158.2% | +53.3% | +122.7% |
| 5Y | +130.6% | -10.8% | +141.4% | +101.5% |
| All | +88.1% | +28.6% | +59.5% | +6.6% |
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