+128.2%
UAL vs BG
+20.0%
+108.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -3.5% |
| 7D | +3.4% | +2.4% | +1.1% | +3.0% |
| 30D | -16.5% | +15.0% | -31.5% | -18.6% |
| 3M | +2.8% | -0.7% | +3.4% | +3.0% |
| 6M | +17.6% | +7.5% | +10.1% | +14.4% |
| YTD | -3.2% | +41.6% | -44.8% | -14.2% |
| 1Y | +0.4% | +50.7% | -50.2% | -13.2% |
| 3Y | +128.2% | +20.3% | +107.9% | +96.9% |
| All | +128.2% | +20.0% | +108.2% | +96.9% |
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