+126.7%
UAL vs BTDR
+23.8%
+102.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +2.1% |
| 7D | +0.7% | +20.0% | -19.3% | -1.4% |
| 30D | -16.1% | +11.9% | -28.0% | -17.6% |
| 3M | +6.1% | -36.9% | +43.1% | +9.9% |
| 6M | +10.8% | +56.5% | -45.7% | +3.7% |
| YTD | -0.4% | +10.4% | -10.8% | -4.3% |
| 1Y | +5.0% | +3.1% | +1.9% | -0.1% |
| 3Y | +124.0% | -2.6% | +126.6% | +94.9% |
| 5Y | +141.0% | +25.2% | +115.8% | +101.9% |
| All | +126.7% | +23.8% | +102.9% | +89.5% |
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