+76.8%
UAL vs BP
+141.7%
-65.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.3% | -6.7% |
| 7D | +0.7% | +2.5% | -1.8% | -0.7% |
| 30D | +7.8% | -5.6% | +13.4% | +10.1% |
| 3M | -11.1% | +8.0% | -19.1% | -16.8% |
| 6M | +16.1% | +5.7% | +10.4% | +7.3% |
| YTD | -0.5% | +36.8% | -37.3% | -24.8% |
| 1Y | +11.3% | +30.7% | -19.4% | -13.7% |
| 3Y | +192.8% | +51.6% | +141.2% | +97.5% |
| 5Y | +123.3% | +112.2% | +11.0% | +7.5% |
| All | +76.8% | +141.7% | -65.0% | -27.0% |
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