+432.2%
UAL vs XYL
+449.8%
-17.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.9% |
| 7D | +0.7% | -5.0% | +5.8% | +4.4% |
| 30D | -16.1% | -13.2% | -2.9% | -7.5% |
| 3M | +6.1% | -3.7% | +9.8% | +8.6% |
| 6M | +10.8% | -17.7% | +28.5% | +26.5% |
| YTD | -0.4% | -21.5% | +21.1% | +17.2% |
| 1Y | +5.0% | -24.5% | +29.5% | +26.9% |
| 3Y | +124.0% | +6.9% | +117.1% | +113.1% |
| 5Y | +141.0% | -18.1% | +159.0% | +166.8% |
| 10Y | +118.0% | +134.7% | -16.7% | +37.9% |
| All | +432.2% | +449.8% | -17.6% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling