+130.3%
UAL vs BRKR
-11.8%
+142.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | -1.4% | -8.7% | +7.3% | +1.3% |
| 30D | -12.2% | -9.9% | -2.4% | -9.7% |
| 3M | -2.5% | -3.1% | +0.6% | -4.1% |
| 6M | +21.1% | +45.5% | -24.4% | +2.2% |
| YTD | -1.8% | +13.7% | -15.5% | -10.6% |
| 1Y | +0.4% | +67.4% | -67.0% | -20.4% |
| 3Y | +130.3% | -13.2% | +143.5% | +100.8% |
| All | +130.3% | -11.8% | +142.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling