+251.3%
UAL vs BP
+83.2%
+168.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | +0.7% | +3.9% | -3.2% | -1.4% |
| 30D | -16.1% | +7.6% | -23.7% | -19.5% |
| 3M | +6.1% | +0.7% | +5.4% | +3.7% |
| 6M | +10.8% | +15.5% | -4.6% | -1.4% |
| YTD | -0.4% | +30.8% | -31.2% | -17.8% |
| 1Y | +5.0% | +34.3% | -29.3% | -15.2% |
| 3Y | +124.0% | +35.1% | +89.0% | +75.2% |
| 5Y | +141.0% | +126.8% | +14.1% | +35.6% |
| 10Y | +118.0% | +123.4% | -5.3% | +22.0% |
| All | +251.3% | +83.2% | +168.2% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling