+133.1%
XLC vs UAL
+63.1%
+70.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.3% |
| 7D | +7.1% | +10.2% | -3.1% | +5.2% |
| 30D | -2.7% | +12.0% | -14.8% | -4.8% |
| 3M | -3.2% | -7.1% | +3.9% | -2.3% |
| 6M | -7.7% | +20.9% | -28.5% | -11.5% |
| YTD | -8.0% | +7.7% | -15.6% | -10.7% |
| 1Y | -3.1% | +23.6% | -26.6% | -8.5% |
| 3Y | +64.9% | +222.6% | -157.7% | +26.0% |
| 5Y | +39.5% | +127.9% | -88.4% | +9.9% |
| All | +133.1% | +63.1% | +70.0% | +107.5% |
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 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