+475.2%
UAL vs XYL
+416.3%
+58.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.8% |
| 7D | +10.2% | +2.1% | +8.1% | +8.9% |
| 30D | +12.0% | -3.4% | +15.4% | +12.8% |
| 3M | -7.1% | -17.2% | +10.1% | +3.6% |
| 6M | +20.9% | -12.0% | +32.9% | +29.1% |
| YTD | +7.7% | -26.3% | +34.0% | +29.6% |
| 1Y | +23.6% | -33.5% | +57.0% | +59.7% |
| 3Y | +222.6% | +6.4% | +216.2% | +202.0% |
| 5Y | +127.9% | -20.9% | +148.8% | +154.8% |
| 10Y | +100.2% | +120.8% | -20.6% | +29.5% |
| All | +475.2% | +416.3% | +58.8% | +181.1% |
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 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