+48.8%
UAL vs BIYA
-99.8%
+148.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.7% |
| 30D | -16.1% | -21.0% | +4.9% | -16.1% |
| 3M | +6.1% | -74.3% | +80.5% | +5.9% |
| 6M | +10.8% | -84.6% | +95.5% | +10.2% |
| YTD | -0.4% | -94.2% | +93.8% | +0.9% |
| 1Y | +5.0% | -98.2% | +103.3% | +10.7% |
| All | +48.8% | -99.8% | +148.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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