+112.3%
UAL vs XRT
-5.3%
+117.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +3.8% |
| 7D | +8.2% | +0.9% | +7.3% | +7.4% |
| 30D | +2.3% | +7.9% | -5.6% | -5.5% |
| 3M | -12.7% | -0.2% | -12.5% | -12.6% |
| 6M | +12.7% | +5.6% | +7.1% | +6.8% |
| YTD | +0.8% | +5.7% | -4.8% | -3.5% |
| 1Y | +17.8% | +14.6% | +3.2% | +4.0% |
| 3Y | +206.7% | +50.7% | +156.0% | +114.5% |
| All | +112.3% | -5.3% | +117.6% | +132.4% |
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