-5.8%
XLC vs UAL
+22.8%
-28.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +2.6% |
| 7D | +1.8% | +11.9% | -10.2% | +0.5% |
| 30D | -6.0% | +5.2% | -11.2% | -6.6% |
| 3M | -6.0% | -12.7% | +6.7% | -5.1% |
| 6M | -9.1% | +28.5% | -37.6% | -11.5% |
| YTD | -10.0% | +3.5% | -13.6% | -11.7% |
| 1Y | -5.8% | +27.5% | -33.3% | -9.7% |
| All | -5.8% | +22.8% | -28.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling