+5.9%
OXY vs UAL
+106.0%
-100.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | +4.0% | -15.7% | +19.7% | +9.2% |
| 3M | +7.6% | +3.6% | +4.0% | +4.4% |
| 6M | +16.2% | +16.9% | -0.7% | +5.2% |
| YTD | +50.8% | -4.8% | +55.6% | +44.4% |
| 1Y | +34.7% | -0.9% | +35.6% | +25.8% |
| 3Y | -1.0% | +124.5% | -125.5% | -38.8% |
| 5Y | +163.2% | +140.2% | +23.0% | +41.5% |
| All | +5.9% | +106.0% | -100.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling