+104.2%
UAL vs BR
+185.2%
-81.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.1% | -5.0% | +3.9% | +1.8% |
| 30D | -13.4% | -2.5% | -11.0% | -12.5% |
| 3M | -2.3% | +13.5% | -15.8% | -10.6% |
| 6M | +13.3% | -9.4% | +22.7% | +18.3% |
| YTD | -4.2% | -23.3% | +19.1% | +10.1% |
| 1Y | +1.4% | -31.6% | +33.0% | +25.8% |
| 3Y | +125.8% | -5.1% | +130.9% | +123.9% |
| 5Y | +130.0% | +8.2% | +121.8% | +102.9% |
| 10Y | +104.2% | +189.8% | -85.6% | -1.0% |
| All | +104.2% | +185.2% | -81.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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