+300.5%
XLE vs UAL
+239.3%
+61.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.4% |
| 7D | -10.3% | +5.0% | -15.3% | -11.0% |
| 30D | -3.3% | -1.2% | -2.1% | -3.4% |
| 3M | +8.2% | -16.8% | +25.0% | +10.2% |
| 6M | +5.0% | +18.0% | -12.9% | +1.3% |
| YTD | +40.6% | -1.2% | +41.8% | +37.7% |
| 1Y | +45.0% | +14.3% | +30.7% | +38.9% |
| 3Y | +56.3% | +194.6% | -138.2% | +27.3% |
| 5Y | +152.2% | +109.6% | +42.6% | +109.6% |
| 10Y | +173.0% | +93.1% | +79.9% | +117.4% |
| All | +300.5% | +239.3% | +61.1% | +169.2% |
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 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