+186.8%
UAL vs BTDR
+41.1%
+145.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.6% | +6.9% | -0.5% |
| 7D | -3.0% | -6.9% | +3.9% | -2.2% |
| 30D | +10.5% | -31.5% | +42.0% | +15.6% |
| 3M | -13.5% | -36.1% | +22.6% | -9.3% |
| 6M | +14.2% | -57.6% | +71.9% | +24.7% |
| YTD | -2.2% | -50.0% | +47.8% | +2.5% |
| 1Y | +12.5% | -49.6% | +62.1% | +17.4% |
| 3Y | +186.8% | +48.5% | +138.3% | +146.9% |
| All | +186.8% | +41.1% | +145.8% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling