+27.5%
UAL vs XYL
-30.7%
+58.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.0% | +3.0% | +5.5% |
| 7D | +11.9% | +14.5% | -2.6% | +5.1% |
| 30D | +5.2% | -1.3% | +6.6% | +3.4% |
| 3M | -12.7% | -17.0% | +4.3% | -2.7% |
| 6M | +28.5% | -11.3% | +39.8% | +33.7% |
| YTD | +3.5% | -25.0% | +28.5% | +18.7% |
| 1Y | +27.5% | -31.5% | +59.1% | +73.5% |
| All | +27.5% | -30.7% | +58.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling