+251.3%
UAL vs BLDR
+200.9%
+50.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.7% |
| 7D | +0.7% | -2.8% | +3.6% | +1.6% |
| 30D | -16.1% | -13.3% | -2.8% | -12.5% |
| 3M | +6.1% | -12.3% | +18.4% | +10.0% |
| 6M | +10.8% | -31.5% | +42.3% | +23.9% |
| YTD | -0.4% | -36.1% | +35.7% | +13.3% |
| 1Y | +5.0% | -54.1% | +59.1% | +31.5% |
| 3Y | +124.0% | -55.8% | +179.8% | +174.8% |
| 5Y | +141.0% | +20.7% | +120.2% | +115.7% |
| 10Y | +118.0% | +390.2% | -272.2% | +27.1% |
| All | +251.3% | +200.9% | +50.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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