+152.2%
XLE vs UAL
+110.9%
+41.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.7% |
| 7D | -10.3% | +5.0% | -15.3% | -10.7% |
| 30D | -3.3% | -1.2% | -2.1% | -3.3% |
| 3M | +8.2% | -16.8% | +25.0% | +9.6% |
| 6M | +5.0% | +18.0% | -12.9% | +2.3% |
| YTD | +40.6% | -1.2% | +41.8% | +38.9% |
| 1Y | +45.0% | +14.3% | +30.7% | +40.2% |
| 3Y | +56.3% | +194.6% | -138.2% | +29.0% |
| 5Y | +152.2% | +109.6% | +42.6% | +124.2% |
| All | +152.2% | +110.9% | +41.3% | +124.2% |
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