+111.8%
OXY vs UAL
+269.7%
-157.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -2.1% |
| 7D | -8.2% | +10.2% | -18.4% | -9.6% |
| 30D | -7.2% | +12.0% | -19.3% | -9.2% |
| 3M | +0.2% | -7.1% | +7.3% | +0.6% |
| 6M | +6.1% | +20.9% | -14.8% | +1.3% |
| YTD | +37.5% | +7.7% | +29.8% | +31.8% |
| 1Y | +37.7% | +23.6% | +14.1% | +28.7% |
| 3Y | -2.8% | +222.6% | -225.3% | -24.9% |
| 5Y | +77.6% | +127.9% | -50.3% | +40.5% |
| 10Y | +9.5% | +100.2% | -90.7% | -14.8% |
| All | +111.8% | +269.7% | -157.9% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling