+438.7%
UAL vs XYL
+408.9%
+29.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.5% |
| 7D | +8.2% | +5.9% | +2.3% | +4.2% |
| 30D | +2.3% | -3.9% | +6.3% | +3.4% |
| 3M | -12.7% | -18.7% | +6.0% | -1.5% |
| 6M | +12.7% | -16.9% | +29.6% | +25.0% |
| YTD | +0.8% | -27.4% | +28.2% | +22.5% |
| 1Y | +17.8% | -34.0% | +51.8% | +53.0% |
| 3Y | +206.7% | +5.6% | +201.1% | +188.5% |
| 5Y | +113.9% | -20.6% | +134.4% | +138.3% |
| 10Y | +97.0% | +133.4% | -36.4% | +24.9% |
| All | +438.7% | +408.9% | +29.8% | +165.7% |
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