+251.3%
UAL vs BG
+210.5%
+40.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | +0.7% | +2.8% | -2.1% | -0.6% |
| 30D | -16.1% | +12.0% | -28.1% | -20.4% |
| 3M | +6.1% | -7.7% | +13.8% | +8.3% |
| 6M | +10.8% | +4.5% | +6.4% | +6.2% |
| YTD | -0.4% | +35.7% | -36.1% | -15.2% |
| 1Y | +5.0% | +50.1% | -45.0% | -15.2% |
| 3Y | +124.0% | +12.6% | +111.4% | +100.6% |
| 5Y | +141.0% | +75.4% | +65.6% | +70.0% |
| 10Y | +118.0% | +150.5% | -32.5% | +25.8% |
| All | +251.3% | +210.5% | +40.9% | +81.1% |
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