+251.3%
UAL vs BBY
+238.4%
+12.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +0.8% |
| 7D | +0.7% | +9.5% | -8.8% | -4.2% |
| 30D | -16.1% | +6.8% | -22.9% | -19.4% |
| 3M | +6.1% | +28.9% | -22.7% | -8.3% |
| 6M | +10.8% | +37.8% | -27.0% | -8.5% |
| YTD | -0.4% | +38.7% | -39.1% | -18.4% |
| 1Y | +5.0% | +23.7% | -18.7% | -9.0% |
| 3Y | +124.0% | +39.1% | +84.9% | +76.9% |
| 5Y | +141.0% | -0.4% | +141.4% | +116.8% |
| 10Y | +118.0% | +234.0% | -116.0% | -11.1% |
| All | +251.3% | +238.4% | +12.9% | +5.8% |
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