+116.7%
UAL vs BTDR
+15.3%
+101.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.7% |
| 30D | -15.7% | +32.7% | -48.4% | -18.6% |
| 3M | +3.6% | -28.4% | +32.0% | +6.0% |
| 6M | +16.9% | +51.7% | -34.8% | +9.8% |
| YTD | -4.8% | +2.9% | -7.6% | -7.8% |
| 1Y | -0.9% | -15.5% | +14.5% | -3.9% |
| 3Y | +124.5% | 0.0% | +124.5% | +96.9% |
| 5Y | +140.2% | +16.5% | +123.7% | +102.7% |
| All | +116.7% | +15.3% | +101.4% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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