+96.5%
UAL vs BP
+133.4%
-36.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.6% |
| 7D | +2.3% | -0.8% | +3.0% | +2.7% |
| 30D | +13.3% | -3.1% | +16.5% | +14.1% |
| 3M | -6.3% | +6.2% | -12.4% | -11.4% |
| 6M | +22.5% | +4.8% | +17.7% | +13.7% |
| YTD | +5.9% | +35.2% | -29.3% | -19.4% |
| 1Y | +24.7% | +27.4% | -2.8% | -1.8% |
| 3Y | +211.6% | +49.8% | +161.8% | +111.7% |
| 5Y | +130.6% | +109.4% | +21.2% | +12.0% |
| 10Y | +96.5% | +135.7% | -39.2% | -17.1% |
| All | +96.5% | +133.4% | -36.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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