+127.5%
XLC vs UAL
+52.8%
+74.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +4.9% | +8.2% | -3.3% | +3.4% |
| 30D | -5.8% | +2.3% | -8.1% | -6.4% |
| 3M | -5.4% | -12.7% | +7.2% | -3.5% |
| 6M | -10.2% | +12.7% | -22.9% | -12.8% |
| YTD | -10.2% | +0.8% | -11.0% | -11.9% |
| 1Y | -5.6% | +17.8% | -23.4% | -10.1% |
| 3Y | +61.0% | +206.7% | -145.7% | +24.1% |
| 5Y | +35.2% | +113.9% | -78.6% | +7.8% |
| All | +127.5% | +52.8% | +74.8% | +104.9% |
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