+200.5%
UAL vs BIL
+30.3%
+170.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.5% |
| 7D | +5.0% | -0.3% | +5.3% | +2.7% |
| 30D | -1.2% | 0.0% | -1.2% | -1.4% |
| 3M | -16.8% | +0.3% | -17.1% | -14.4% |
| 6M | +18.0% | +1.2% | +16.8% | +31.1% |
| YTD | -1.2% | +2.4% | -3.6% | +22.2% |
| 1Y | +14.3% | +3.0% | +11.3% | +48.9% |
| 3Y | +194.6% | +13.1% | +181.4% | +800.8% |
| 5Y | +109.6% | +19.4% | +90.2% | +969.4% |
| 10Y | +93.1% | +25.2% | +67.9% | +1,464.3% |
| All | +200.5% | +30.3% | +170.2% | +2,935.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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