+419.2%
XLB vs UAL
+241.7%
+177.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +5.3% | +7.8% | -2.5% | +3.9% |
| 3M | 0.0% | -11.1% | +11.1% | +1.5% |
| 6M | +1.2% | +16.1% | -14.9% | -1.8% |
| YTD | +16.9% | -0.5% | +17.4% | +15.4% |
| 1Y | +20.9% | +11.3% | +9.6% | +17.2% |
| 3Y | +43.3% | +192.8% | -149.5% | +16.0% |
| 5Y | +28.3% | +123.3% | -94.9% | +5.7% |
| 10Y | +165.3% | +84.6% | +80.7% | +107.6% |
| All | +419.2% | +241.7% | +177.6% | +201.6% |
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