+24.7%
UAL vs BG
+8.1%
+16.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.6% |
| 7D | +2.3% | +3.4% | -1.1% | +3.1% |
| 30D | +13.3% | -3.8% | +17.1% | +12.2% |
| 3M | -6.3% | -9.6% | +3.3% | -8.5% |
| 6M | +22.5% | -19.5% | +42.0% | +18.4% |
| YTD | +5.9% | +14.6% | -8.8% | -4.9% |
| 1Y | +24.7% | +6.6% | +18.0% | +16.7% |
| All | +24.7% | +8.1% | +16.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling