+255.6%
UAL vs BB
-62.8%
+318.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.9% |
| 7D | +8.2% | +3.8% | +4.4% | +7.1% |
| 30D | +2.3% | -0.3% | +2.7% | +2.0% |
| 3M | -12.7% | -0.5% | -12.2% | -13.6% |
| 6M | +12.7% | +45.9% | -33.2% | -1.5% |
| YTD | +0.8% | +130.6% | -129.8% | -22.5% |
| 1Y | +17.8% | +89.2% | -71.4% | -5.0% |
| 3Y | +206.7% | +137.5% | +69.2% | +119.1% |
| 5Y | +113.9% | -20.9% | +134.8% | +93.6% |
| 10Y | +97.0% | +25.4% | +71.6% | +18.5% |
| All | +255.6% | -62.8% | +318.5% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling