+251.3%
UAL vs BB
-67.2%
+318.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -5.6% | +6.3% | +2.2% |
| 30D | -16.1% | -11.8% | -4.3% | -13.6% |
| 3M | +6.1% | -25.5% | +31.7% | +12.4% |
| 6M | +10.8% | +121.3% | -110.4% | -13.3% |
| YTD | -0.4% | +103.2% | -103.6% | -20.3% |
| 1Y | +5.0% | +102.6% | -97.6% | -16.6% |
| 3Y | +124.0% | +37.5% | +86.5% | +84.0% |
| 5Y | +141.0% | -30.4% | +171.4% | +125.6% |
| 10Y | +118.0% | 0.0% | +118.0% | +40.1% |
| All | +251.3% | -67.2% | +318.6% | +214.5% |
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