+251.3%
UAL vs BN
+988.3%
-736.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.7% | -2.5% | +3.2% | +2.8% |
| 30D | -16.1% | -9.5% | -6.6% | -8.8% |
| 3M | +6.1% | -10.4% | +16.5% | +16.3% |
| 6M | +10.8% | -6.4% | +17.2% | +17.1% |
| YTD | -0.4% | -11.9% | +11.5% | +10.3% |
| 1Y | +5.0% | -8.6% | +13.6% | +12.5% |
| 3Y | +124.0% | +77.6% | +46.5% | +37.9% |
| 5Y | +141.0% | +37.0% | +103.9% | +79.0% |
| 10Y | +118.0% | +266.4% | -148.4% | -24.7% |
| All | +251.3% | +988.3% | -736.9% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling