+200.0%
UAL vs BR
+1,321.0%
-1,121.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +4.9% |
| 7D | +0.7% | -5.3% | +6.0% | +4.5% |
| 30D | -16.1% | +6.4% | -22.6% | -20.3% |
| 3M | +6.1% | +13.6% | -7.5% | -4.8% |
| 6M | +10.8% | -6.7% | +17.6% | +12.9% |
| YTD | -0.4% | -21.1% | +20.7% | +13.3% |
| 1Y | +5.0% | -29.6% | +34.6% | +29.7% |
| 3Y | +124.0% | -2.4% | +126.4% | +115.3% |
| 5Y | +141.0% | +11.2% | +129.7% | +103.3% |
| 10Y | +118.0% | +191.8% | -73.8% | -17.7% |
| All | +200.0% | +1,321.0% | -1,121.0% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling