+415.4%
XLB vs UAL
+246.2%
+169.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.0% |
| 7D | -1.5% | +8.2% | -9.7% | -2.7% |
| 30D | +6.1% | +2.3% | +3.7% | +5.5% |
| 3M | 0.0% | -12.7% | +12.7% | +1.9% |
| 6M | 0.0% | +12.7% | -12.7% | -2.5% |
| YTD | +16.0% | +0.8% | +15.2% | +14.4% |
| 1Y | +24.7% | +17.8% | +7.0% | +19.9% |
| 3Y | +40.4% | +206.7% | -166.3% | +12.8% |
| 5Y | +30.7% | +113.9% | -83.2% | +8.4% |
| 10Y | +173.3% | +97.0% | +76.3% | +112.1% |
| All | +415.4% | +246.2% | +169.1% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling