+137.7%
UAL vs BR
+9.8%
+127.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -1.6% |
| 7D | +3.5% | -5.9% | +9.4% | +6.4% |
| 30D | -16.5% | +1.9% | -18.4% | -17.6% |
| 3M | +2.8% | +14.7% | -11.9% | -5.0% |
| 6M | +17.6% | -12.8% | +30.3% | +25.5% |
| YTD | -3.2% | -23.0% | +19.8% | +11.0% |
| 1Y | +0.4% | -31.7% | +32.1% | +24.5% |
| 3Y | +128.2% | -4.8% | +132.9% | +129.1% |
| 5Y | +137.7% | +7.8% | +129.9% | +98.0% |
| All | +137.7% | +9.8% | +127.9% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling