+693.2%
XLI vs UAL
+269.7%
+423.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.7% |
| 7D | -0.5% | +10.2% | -10.7% | -2.2% |
| 30D | -0.2% | +12.0% | -12.2% | -2.3% |
| 3M | -8.6% | -7.1% | -1.5% | -7.7% |
| 6M | -2.0% | +20.9% | -22.9% | -5.7% |
| YTD | +9.7% | +7.7% | +2.1% | +7.0% |
| 1Y | +11.4% | +23.6% | -12.1% | +6.0% |
| 3Y | +74.2% | +222.6% | -148.4% | +36.8% |
| 5Y | +70.0% | +127.9% | -58.0% | +37.6% |
| 10Y | +235.2% | +100.2% | +135.1% | +155.9% |
| All | +693.2% | +269.7% | +423.5% | +330.6% |
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