+274.3%
UAL vs BURL
+1,021.0%
-746.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.7% | +0.3% | +4.7% |
| 7D | +11.9% | +10.4% | +1.5% | +7.4% |
| 30D | +5.2% | -4.9% | +10.2% | +7.3% |
| 3M | -12.7% | -29.8% | +17.0% | +0.4% |
| 6M | +28.5% | -16.5% | +45.0% | +36.5% |
| YTD | +3.5% | -10.5% | +14.1% | +6.9% |
| 1Y | +27.5% | -5.3% | +32.8% | +27.1% |
| 3Y | +208.6% | +95.1% | +113.5% | +120.2% |
| 5Y | +135.6% | -12.1% | +147.6% | +121.7% |
| 10Y | +102.3% | +273.2% | -170.9% | +33.4% |
| All | +274.3% | +1,021.0% | -746.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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