+139.2%
UAL vs XRT
-1.0%
+140.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.5% |
| 7D | +0.7% | +0.8% | -0.1% | -0.1% |
| 30D | -16.1% | -4.2% | -11.9% | -12.4% |
| 3M | +6.1% | +5.1% | +1.1% | +1.0% |
| 6M | +10.8% | +2.4% | +8.4% | +9.0% |
| YTD | -0.4% | +3.2% | -3.6% | -2.3% |
| 1Y | +5.0% | +1.5% | +3.5% | +4.6% |
| 3Y | +124.0% | +40.6% | +83.5% | +67.9% |
| All | +139.2% | -1.0% | +140.2% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling