+129.8%
UAL vs BB
+38.2%
+91.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -5.6% | +6.3% | +2.1% |
| 30D | -16.1% | -11.8% | -4.3% | -13.8% |
| 3M | +6.1% | -25.5% | +31.7% | +12.0% |
| 6M | +10.8% | +121.3% | -110.4% | -13.8% |
| YTD | -0.4% | +103.2% | -103.6% | -20.7% |
| 1Y | +5.0% | +102.6% | -97.6% | -17.1% |
| All | +129.8% | +38.2% | +91.6% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling