+217.3%
UAL vs XRT
+60.4%
+157.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +12.5% | +4.1% | +8.4% | +7.1% |
| 30D | +12.2% | +9.9% | +2.3% | -0.3% |
| 3M | -2.6% | +2.3% | -4.8% | -5.3% |
| 6M | +21.1% | +9.6% | +11.5% | +7.9% |
| YTD | +7.8% | +9.1% | -1.3% | -2.4% |
| 1Y | +25.4% | +16.2% | +9.2% | +5.2% |
| 3Y | +217.3% | +60.1% | +157.3% | +105.3% |
| All | +217.3% | +60.4% | +157.0% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling