+127.0%
OXY vs UAL
+242.1%
-115.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +11.6% | -16.1% | +27.7% | +14.3% |
| 3M | +2.8% | +6.1% | -3.3% | +1.0% |
| 6M | +13.0% | +10.8% | +2.2% | +8.9% |
| YTD | +47.4% | -0.4% | +47.8% | +43.7% |
| 1Y | +31.5% | +5.0% | +26.5% | +26.5% |
| 3Y | -1.9% | +124.0% | -126.0% | -19.5% |
| 5Y | +148.0% | +141.0% | +7.0% | +94.9% |
| 10Y | +2.3% | +118.0% | -115.7% | -20.1% |
| All | +127.0% | +242.1% | -115.0% | +50.6% |
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 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