+176.5%
XLE vs UAL
+83.8%
+92.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.9% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | -4.3% | +7.8% | -12.0% | -6.5% |
| 3M | +6.0% | -11.1% | +17.1% | +7.8% |
| 6M | +13.2% | +16.1% | -2.9% | +6.4% |
| YTD | +46.7% | -0.5% | +47.2% | +40.7% |
| 1Y | +46.6% | +11.3% | +35.3% | +36.1% |
| 3Y | +69.6% | +192.8% | -123.3% | +11.6% |
| 5Y | +166.5% | +123.3% | +43.3% | +77.7% |
| All | +176.5% | +83.8% | +92.7% | +75.9% |
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 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