+145.3%
UAL vs BTDR
-35.9%
+181.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.5% |
| 7D | +12.5% | -7.4% | +19.8% | +13.1% |
| 30D | +12.2% | -33.4% | +45.6% | +16.7% |
| 3M | -2.6% | -26.3% | +23.7% | -0.4% |
| 6M | +21.1% | -52.4% | +73.5% | +28.1% |
| YTD | +7.8% | -42.8% | +50.6% | +10.6% |
| 1Y | +25.4% | -63.7% | +89.1% | +33.3% |
| 3Y | +217.3% | +61.5% | +155.9% | +195.0% |
| 5Y | +132.9% | -35.6% | +168.5% | +108.4% |
| All | +145.3% | -35.9% | +181.2% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling