+222.6%
UAL vs BG
+5.5%
+217.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.5% |
| 7D | +10.2% | +7.4% | +2.8% | +9.2% |
| 30D | +12.0% | -1.5% | +13.5% | +12.1% |
| 3M | -7.1% | -6.1% | -1.0% | -6.9% |
| 6M | +20.9% | -18.0% | +38.9% | +24.2% |
| YTD | +7.7% | +15.6% | -8.0% | -2.4% |
| 1Y | +23.6% | +9.6% | +14.0% | +14.2% |
| 3Y | +222.6% | +6.3% | +216.3% | +194.2% |
| All | +222.6% | +5.5% | +217.1% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling