+239.4%
XLF vs UAL
+269.7%
-30.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -0.2% |
| 7D | +0.7% | +10.2% | -9.5% | -1.7% |
| 30D | +6.0% | +12.0% | -6.1% | +2.8% |
| 3M | +1.0% | -7.1% | +8.1% | +2.3% |
| 6M | +14.0% | +20.9% | -6.9% | +7.4% |
| YTD | +7.2% | +7.7% | -0.5% | +2.8% |
| 1Y | +11.6% | +23.6% | -12.0% | +3.3% |
| 3Y | +81.2% | +222.6% | -141.4% | +25.7% |
| 5Y | +57.9% | +127.9% | -70.1% | +14.5% |
| 10Y | +234.4% | +100.2% | +134.2% | +121.3% |
| All | +239.4% | +269.7% | -30.3% | +17.7% |
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 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