+73.7%
UAL vs BP
+141.1%
-67.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | -3.0% | +2.6% | -5.7% | -4.5% |
| 30D | +10.5% | -6.4% | +16.8% | +13.4% |
| 3M | -13.5% | +8.0% | -21.5% | -19.0% |
| 6M | +14.2% | +6.0% | +8.2% | +5.3% |
| YTD | -2.2% | +36.5% | -38.7% | -26.0% |
| 1Y | +12.5% | +31.7% | -19.2% | -13.2% |
| 3Y | +186.8% | +48.6% | +138.2% | +96.2% |
| 5Y | +119.4% | +111.7% | +7.7% | +5.8% |
| All | +73.7% | +141.1% | -67.4% | -28.1% |
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