+139.2%
UAL vs XYL
-17.7%
+156.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +4.0% |
| 7D | +0.7% | -5.0% | +5.8% | +4.6% |
| 30D | -16.1% | -13.2% | -2.9% | -6.8% |
| 3M | +6.1% | -3.7% | +9.8% | +8.6% |
| 6M | +10.8% | -17.7% | +28.5% | +27.5% |
| YTD | -0.4% | -21.5% | +21.1% | +18.3% |
| 1Y | +5.0% | -24.5% | +29.5% | +28.4% |
| 3Y | +124.0% | +6.9% | +117.1% | +110.8% |
| All | +139.2% | -17.7% | +156.9% | +122.1% |
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