+255.6%
UAL vs BP
+86.2%
+169.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +8.2% | -11.6% | +19.8% | +14.3% |
| 30D | +2.3% | 0.0% | +2.3% | +1.3% |
| 3M | -12.7% | +6.7% | -19.4% | -17.1% |
| 6M | +12.7% | +2.2% | +10.5% | +7.1% |
| YTD | +0.8% | +33.0% | -32.2% | -18.7% |
| 1Y | +17.8% | +30.7% | -12.9% | -4.6% |
| 3Y | +206.7% | +44.2% | +162.5% | +129.6% |
| 5Y | +113.9% | +105.1% | +8.7% | +26.2% |
| 10Y | +97.0% | +133.5% | -36.5% | +6.6% |
| All | +255.6% | +86.2% | +169.5% | +51.9% |
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 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