+76.8%
UAL vs BBY
+285.7%
-208.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.2% |
| 7D | +0.7% | +4.0% | -3.3% | -1.2% |
| 30D | +7.8% | +17.6% | -9.8% | -0.6% |
| 3M | -11.1% | +25.9% | -37.0% | -21.3% |
| 6M | +16.1% | +85.1% | -69.0% | -16.2% |
| YTD | -0.5% | +60.6% | -61.1% | -23.2% |
| 1Y | +11.3% | +40.2% | -28.9% | -8.1% |
| 3Y | +192.8% | +86.6% | +106.2% | +104.4% |
| 5Y | +123.3% | -3.7% | +127.0% | +104.7% |
| All | +76.8% | +285.7% | -208.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling