+130.3%
UAL vs BNY
+287.0%
-156.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.1% |
| 30D | -12.2% | -0.2% | -12.1% | -12.0% |
| 3M | -2.5% | +14.9% | -17.4% | -15.7% |
| 6M | +21.1% | +40.0% | -18.9% | -14.3% |
| YTD | -1.8% | +42.0% | -43.8% | -31.7% |
| 1Y | +0.4% | +56.9% | -56.4% | -37.0% |
| 3Y | +130.3% | +289.9% | -159.6% | -33.1% |
| All | +130.3% | +287.0% | -156.7% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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