+116.5%
UAL vs BB
-17.6%
+134.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -3.0% | +1.8% | -4.9% | -3.5% |
| 30D | +10.5% | +8.1% | +2.3% | +7.6% |
| 3M | -13.5% | -1.0% | -12.5% | -14.3% |
| 6M | +14.2% | +45.9% | -31.7% | -2.3% |
| YTD | -2.2% | +134.8% | -137.1% | -28.8% |
| 1Y | +12.5% | +104.6% | -92.1% | -14.8% |
| 3Y | +186.8% | +152.8% | +34.0% | +87.6% |
| All | +116.5% | -17.6% | +134.1% | +136.8% |
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