+100.2%
UAL vs XRT
+163.3%
-63.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +3.1% |
| 7D | +10.2% | +2.5% | +7.7% | +7.8% |
| 30D | +12.0% | +10.3% | +1.7% | +1.7% |
| 3M | -7.1% | +2.4% | -9.5% | -9.2% |
| 6M | +20.9% | +10.0% | +10.9% | +10.4% |
| YTD | +7.7% | +9.5% | -1.9% | -0.2% |
| 1Y | +23.6% | +17.2% | +6.4% | +7.2% |
| 3Y | +222.6% | +62.0% | +160.6% | +110.3% |
| 5Y | +127.9% | -2.1% | +130.0% | +136.4% |
| 10Y | +100.2% | +152.6% | -52.4% | -26.6% |
| All | +100.2% | +163.3% | -63.1% | -26.6% |
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