+96.5%
UAL vs BR
+280.7%
-184.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +2.3% | +1.9% | +0.4% | +1.0% |
| 30D | +13.3% | +15.9% | -2.6% | +3.7% |
| 3M | -6.3% | +13.7% | -19.9% | -13.8% |
| 6M | +22.5% | +31.0% | -8.5% | +1.8% |
| YTD | +5.9% | -12.0% | +17.8% | +11.9% |
| 1Y | +24.7% | -11.5% | +36.2% | +31.1% |
| 3Y | +211.6% | +14.9% | +196.6% | +172.9% |
| 5Y | +130.6% | +20.1% | +110.5% | +91.4% |
| 10Y | +96.5% | +278.9% | -182.5% | -24.7% |
| All | +96.5% | +280.7% | -184.2% | -24.7% |
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