+40.7%
XLC vs UAL
+117.7%
-77.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +3.7% | -3.0% | +6.8% | +4.3% |
| 30D | -1.9% | +10.5% | -12.4% | -4.1% |
| 3M | -3.1% | -13.5% | +10.4% | -0.6% |
| 6M | -6.4% | +14.2% | -20.6% | -10.0% |
| YTD | -6.8% | -2.2% | -4.6% | -8.4% |
| 1Y | -1.7% | +12.5% | -14.2% | -6.5% |
| 3Y | +64.7% | +186.8% | -122.1% | +17.5% |
| All | +40.7% | +117.7% | -77.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling