+101.1%
UAL vs BP
+124.7%
-23.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +12.5% | -6.3% | +18.8% | +16.3% |
| 30D | +12.2% | -3.6% | +15.8% | +13.2% |
| 3M | -2.6% | +5.2% | -7.8% | -7.4% |
| 6M | +21.1% | +5.3% | +15.8% | +11.9% |
| YTD | +7.8% | +33.1% | -25.3% | -17.2% |
| 1Y | +25.4% | +26.3% | -0.9% | -0.8% |
| 3Y | +217.3% | +47.5% | +169.8% | +117.5% |
| 5Y | +132.9% | +106.2% | +26.7% | +14.2% |
| 10Y | +101.1% | +127.0% | -25.8% | -15.2% |
| All | +101.1% | +124.7% | -23.6% | -15.2% |
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