+273.4%
UAL vs BG
+162.3%
+111.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +2.3% | +3.4% | -1.1% | +0.9% |
| 30D | +13.3% | -3.8% | +17.1% | +14.8% |
| 3M | -6.3% | -9.6% | +3.3% | -3.4% |
| 6M | +22.5% | -19.5% | +42.0% | +30.9% |
| YTD | +5.9% | +14.6% | -8.8% | -4.1% |
| 1Y | +24.7% | +6.6% | +18.0% | +16.5% |
| 3Y | +211.6% | +4.7% | +206.9% | +185.5% |
| 5Y | +130.6% | +22.1% | +108.5% | +89.8% |
| 10Y | +96.5% | +109.2% | -12.7% | +21.6% |
| All | +273.4% | +162.3% | +111.1% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling