+313.8%
XLE vs UAL
+242.1%
+71.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +11.8% | -16.1% | +27.9% | +14.2% |
| 3M | +9.8% | +6.1% | +3.7% | +8.3% |
| 6M | +15.6% | +10.8% | +4.7% | +12.3% |
| YTD | +45.3% | -0.4% | +45.6% | +42.7% |
| 1Y | +48.3% | +5.0% | +43.3% | +44.0% |
| 3Y | +55.4% | +124.0% | -68.6% | +31.7% |
| 5Y | +216.1% | +141.0% | +75.1% | +158.3% |
| 10Y | +178.4% | +118.0% | +60.4% | +120.1% |
| All | +313.8% | +242.1% | +71.7% | +178.9% |
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