+12.5%
XLF vs UAL
+10.5%
+2.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.1% |
| 30D | +7.6% | +10.5% | -2.8% | +5.9% |
| 3M | +1.1% | -13.5% | +14.6% | +2.9% |
| 6M | +15.9% | +14.2% | +1.7% | +12.1% |
| YTD | +8.4% | -2.2% | +10.7% | +8.0% |
| 1Y | +12.5% | +12.5% | 0.0% | +8.2% |
| All | +12.5% | +10.5% | +2.0% | +8.2% |
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 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