+139.2%
UAL vs BB
-30.6%
+169.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -5.6% | +6.3% | +2.3% |
| 30D | -16.1% | -11.8% | -4.3% | -13.4% |
| 3M | +6.1% | -25.5% | +31.7% | +12.9% |
| 6M | +10.8% | +121.3% | -110.4% | -16.6% |
| YTD | -0.4% | +103.2% | -103.6% | -23.1% |
| 1Y | +5.0% | +102.6% | -97.6% | -19.7% |
| 3Y | +124.0% | +37.5% | +86.5% | +79.2% |
| All | +139.2% | -30.6% | +169.7% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling