+273.4%
UAL vs BBY
+298.4%
-25.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.4% |
| 7D | +2.3% | +3.7% | -1.5% | +0.3% |
| 30D | +13.3% | +20.9% | -7.5% | +2.1% |
| 3M | -6.3% | +27.6% | -33.9% | -18.6% |
| 6M | +22.5% | +86.9% | -64.4% | -14.7% |
| YTD | +5.9% | +63.3% | -57.5% | -21.0% |
| 1Y | +24.7% | +42.6% | -17.9% | 0.0% |
| 3Y | +211.6% | +89.8% | +121.8% | +107.1% |
| 5Y | +130.6% | -0.1% | +130.6% | +107.0% |
| 10Y | +96.5% | +294.3% | -197.8% | -26.8% |
| All | +273.4% | +298.4% | -25.0% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling