+417.8%
XLB vs UAL
+242.1%
+175.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -0.4% | -16.1% | +15.7% | +2.3% |
| 3M | +2.0% | +6.1% | -4.2% | +0.7% |
| 6M | +1.8% | +10.8% | -9.0% | -0.5% |
| YTD | +16.6% | -0.4% | +17.0% | +15.4% |
| 1Y | +16.9% | +5.0% | +11.9% | +14.4% |
| 3Y | +32.6% | +124.0% | -91.5% | +11.9% |
| 5Y | +35.6% | +141.0% | -105.3% | +10.6% |
| 10Y | +160.0% | +118.0% | +42.0% | +99.5% |
| All | +417.8% | +242.1% | +175.8% | +201.5% |
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