-2.3%
OXY vs UAL
+127.4%
-129.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.0% |
| 7D | -0.5% | +3.4% | -3.9% | -0.5% |
| 30D | +8.5% | -16.5% | +24.9% | +8.7% |
| 3M | +6.0% | +2.8% | +3.2% | +5.3% |
| 6M | +13.0% | +17.6% | -4.6% | +10.8% |
| YTD | +48.9% | -3.2% | +52.1% | +48.5% |
| 1Y | +36.4% | +0.4% | +36.0% | +35.0% |
| 3Y | -2.3% | +128.2% | -130.4% | -16.5% |
| All | -2.3% | +127.4% | -129.7% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling