+100.0%
UAL vs XRT
+125.1%
-25.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | -2.0% | -3.6% | +1.6% | +1.6% |
| 30D | -15.7% | -6.7% | -9.0% | -9.7% |
| 3M | +3.6% | -1.4% | +5.0% | +5.2% |
| 6M | +16.9% | +1.7% | +15.2% | +15.9% |
| YTD | -4.8% | -1.5% | -3.3% | -2.0% |
| 1Y | -0.9% | -2.5% | +1.5% | +2.9% |
| 3Y | +124.5% | +39.9% | +84.6% | +68.8% |
| 5Y | +140.2% | -2.6% | +142.8% | +149.9% |
| All | +100.0% | +125.1% | -25.1% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling