+27.5%
UAL vs XRT
+18.0%
+9.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.5% | +2.4% | +0.5% |
| 7D | +11.9% | +8.0% | +3.9% | +1.0% |
| 30D | +5.2% | +13.0% | -7.8% | -11.0% |
| 3M | -12.7% | +1.7% | -14.4% | -14.2% |
| 6M | +28.5% | +12.6% | +16.0% | +7.8% |
| YTD | +3.5% | +10.7% | -7.1% | -9.7% |
| 1Y | +27.5% | +18.4% | +9.1% | +4.0% |
| All | +27.5% | +18.0% | +9.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling