+164.2%
XLB vs UAL
+99.5%
+64.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | +12.5% | -12.0% | -2.0% |
| 30D | +6.9% | +12.2% | -5.3% | +4.1% |
| 3M | -0.2% | -2.6% | +2.4% | 0.0% |
| 6M | +3.3% | +21.1% | -17.8% | -1.8% |
| YTD | +18.0% | +7.8% | +10.2% | +14.0% |
| 1Y | +24.2% | +25.4% | -1.2% | +15.9% |
| 3Y | +44.7% | +217.3% | -172.6% | +5.2% |
| 5Y | +31.6% | +132.9% | -101.3% | -1.5% |
| 10Y | +164.2% | +101.1% | +63.1% | +96.9% |
| All | +164.2% | +99.5% | +64.7% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling