+8.6%
XLF vs UAL
-0.3%
+8.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.9% |
| 30D | -1.3% | -13.4% | +12.1% | +0.8% |
| 3M | +9.1% | -2.3% | +11.4% | +9.0% |
| 6M | +14.4% | +13.3% | +1.0% | +10.4% |
| YTD | +5.1% | -4.2% | +9.3% | +4.8% |
| 1Y | +8.6% | +1.4% | +7.2% | +7.7% |
| All | +8.6% | -0.3% | +8.9% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling