+206.7%
UAL vs BN
+90.6%
+116.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.9% |
| 7D | +8.2% | +5.3% | +2.8% | +3.1% |
| 30D | +2.3% | +11.9% | -9.6% | -7.7% |
| 3M | -12.7% | -5.7% | -6.9% | -7.6% |
| 6M | +12.7% | -10.6% | +23.3% | +25.0% |
| YTD | +0.8% | -9.4% | +10.2% | +9.5% |
| 1Y | +17.8% | -8.8% | +26.6% | +26.9% |
| 3Y | +206.7% | +95.6% | +111.1% | +92.6% |
| All | +206.7% | +90.6% | +116.1% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling