+112.3%
UAL vs XYL
-21.3%
+133.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.6% |
| 7D | +8.2% | +5.9% | +2.3% | +4.0% |
| 30D | +2.3% | -3.9% | +6.3% | +3.1% |
| 3M | -12.7% | -18.7% | +6.0% | -0.5% |
| 6M | +12.7% | -16.9% | +29.6% | +25.7% |
| YTD | +0.8% | -27.4% | +28.2% | +24.3% |
| 1Y | +17.8% | -34.0% | +51.8% | +56.5% |
| 3Y | +206.7% | +5.6% | +201.1% | +182.2% |
| All | +112.3% | -21.3% | +133.6% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling