+100.2%
UAL vs BN
+289.4%
-189.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +2.9% | +3.3% |
| 7D | +10.2% | +3.6% | +6.6% | +7.0% |
| 30D | +12.0% | +15.9% | -3.8% | -1.5% |
| 3M | -7.1% | -2.3% | -4.7% | -4.8% |
| 6M | +20.9% | -8.4% | +29.3% | +30.9% |
| YTD | +7.7% | -5.9% | +13.5% | +13.3% |
| 1Y | +23.6% | -5.6% | +29.1% | +29.4% |
| 3Y | +222.6% | +104.2% | +118.3% | +71.2% |
| 5Y | +127.9% | +35.5% | +92.5% | +70.3% |
| 10Y | +100.2% | +285.2% | -185.0% | -26.4% |
| All | +100.2% | +289.4% | -189.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling