+28.6%
XLB vs UAL
+117.7%
-89.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +0.5% | -3.0% | +3.6% | +1.1% |
| 30D | +5.2% | +10.5% | -5.3% | +2.8% |
| 3M | +0.3% | -13.5% | +13.8% | +2.9% |
| 6M | +1.2% | +14.2% | -13.1% | -2.6% |
| YTD | +16.6% | -2.2% | +18.9% | +14.9% |
| 1Y | +21.4% | +12.5% | +8.9% | +16.0% |
| 3Y | +43.2% | +186.8% | -143.6% | +4.8% |
| All | +28.6% | +117.7% | -89.1% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling