+96.5%
UAL vs XRT
+145.8%
-49.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +2.3% | -1.4% | +3.7% | +3.8% |
| 30D | +13.3% | +9.8% | +3.6% | +3.4% |
| 3M | -6.3% | +3.3% | -9.6% | -9.2% |
| 6M | +22.5% | +13.6% | +8.9% | +8.4% |
| YTD | +5.9% | +9.1% | -3.2% | -1.5% |
| 1Y | +24.7% | +15.1% | +9.6% | +10.1% |
| 3Y | +211.6% | +59.9% | +151.6% | +105.5% |
| 5Y | +130.6% | -1.7% | +132.3% | +138.4% |
| 10Y | +96.5% | +141.1% | -44.7% | -27.6% |
| All | +96.5% | +145.8% | -49.4% | -27.6% |
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