+271.0%
UAL vs XRT
+529.0%
-258.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +4.0% |
| 7D | +8.2% | +0.9% | +7.3% | +7.2% |
| 30D | +2.3% | +7.9% | -5.6% | -6.5% |
| 3M | -12.7% | -0.2% | -12.5% | -12.7% |
| 6M | +12.7% | +5.6% | +7.1% | +5.9% |
| YTD | +0.8% | +5.7% | -4.8% | -4.3% |
| 1Y | +17.8% | +14.6% | +3.2% | +1.8% |
| 3Y | +206.7% | +50.7% | +156.0% | +95.4% |
| 5Y | +113.9% | -4.8% | +118.7% | +125.1% |
| 10Y | +97.0% | +152.6% | -55.6% | -45.0% |
| All | +271.0% | +529.0% | -258.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling