+128.2%
UAL vs BTDR
+8.5%
+119.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.2% | -3.1% |
| 7D | +3.4% | +22.4% | -19.0% | +0.5% |
| 30D | -16.5% | +16.5% | -32.9% | -18.7% |
| 3M | +2.8% | -31.5% | +34.2% | +6.3% |
| 6M | +17.6% | +74.0% | -56.5% | +6.5% |
| YTD | -3.2% | +13.0% | -16.2% | -8.3% |
| 1Y | +0.4% | -0.2% | +0.7% | -5.7% |
| 3Y | +128.2% | +9.9% | +118.3% | +83.7% |
| All | +128.2% | +8.5% | +119.7% | +83.7% |
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