+128.2%
UAL vs BBY
+42.7%
+85.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | +3.5% | +8.1% | -4.7% | -0.8% |
| 30D | -16.5% | +8.9% | -25.4% | -20.6% |
| 3M | +2.8% | +22.0% | -19.3% | -8.8% |
| 6M | +17.6% | +37.8% | -20.3% | -3.6% |
| YTD | -3.2% | +37.3% | -40.5% | -20.8% |
| 1Y | +0.4% | +21.6% | -21.1% | -12.2% |
| 3Y | +128.2% | +41.5% | +86.7% | +76.4% |
| All | +128.2% | +42.7% | +85.5% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling