+112.3%
UAL vs BP
+103.6%
+8.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +8.2% | -11.6% | +19.8% | +10.1% |
| 30D | +2.3% | 0.0% | +2.3% | +1.7% |
| 3M | -12.7% | +6.7% | -19.4% | -14.6% |
| 6M | +12.7% | +2.2% | +10.5% | +10.5% |
| YTD | +0.8% | +33.0% | -32.2% | -11.8% |
| 1Y | +17.8% | +30.7% | -12.9% | +3.4% |
| 3Y | +206.7% | +44.2% | +162.5% | +152.5% |
| All | +112.3% | +103.6% | +8.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling