+186.8%
UAL vs XYL
-0.5%
+187.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -3.0% | -3.7% | +0.7% | -0.4% |
| 30D | +10.5% | -8.3% | +18.8% | +14.7% |
| 3M | -13.5% | -21.4% | +7.9% | +1.4% |
| 6M | +14.2% | -12.9% | +27.2% | +22.0% |
| YTD | -2.2% | -30.1% | +27.8% | +24.6% |
| 1Y | +12.5% | -35.2% | +47.6% | +53.2% |
| 3Y | +186.8% | -0.8% | +187.6% | +162.6% |
| All | +186.8% | -0.5% | +187.3% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling