+241.4%
UAL vs BNY
+660.3%
-418.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.9% |
| 7D | +3.5% | +1.5% | +2.0% | +2.4% |
| 30D | -16.5% | +3.3% | -19.8% | -18.4% |
| 3M | +2.8% | +15.3% | -12.5% | -7.9% |
| 6M | +17.6% | +42.5% | -24.9% | -9.8% |
| YTD | -3.2% | +42.0% | -45.2% | -25.6% |
| 1Y | +0.4% | +59.3% | -58.8% | -28.9% |
| 3Y | +128.2% | +291.2% | -163.0% | -15.4% |
| 5Y | +137.7% | +252.1% | -114.3% | -5.9% |
| 10Y | +99.1% | +407.1% | -308.0% | -38.2% |
| All | +241.4% | +660.3% | -418.8% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling