+16.9%
XLB vs UAL
+5.0%
+12.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -0.4% | -16.1% | +15.7% | +2.7% |
| 3M | +2.0% | +6.1% | -4.2% | +0.5% |
| 6M | +1.8% | +10.8% | -9.0% | -1.1% |
| YTD | +16.6% | -0.4% | +17.0% | +14.5% |
| 1Y | +16.9% | +5.0% | +11.9% | +15.0% |
| All | +16.9% | +5.0% | +12.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling