+133.6%
XLC vs UAL
+50.7%
+82.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.1% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -4.2% | +7.8% | -12.0% | -5.6% |
| 3M | -2.1% | -11.1% | +8.9% | -0.5% |
| 6M | -6.6% | +16.1% | -22.7% | -9.9% |
| YTD | -7.8% | -0.5% | -7.3% | -9.4% |
| 1Y | -4.1% | +11.3% | -15.4% | -7.7% |
| 3Y | +62.6% | +192.8% | -130.2% | +26.3% |
| 5Y | +39.6% | +123.3% | -83.6% | +10.6% |
| All | +133.6% | +50.7% | +82.8% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling