+127.5%
XLP vs UAL
+90.6%
+36.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.4% |
| 7D | +3.5% | +5.0% | -1.5% | +3.1% |
| 30D | +11.6% | -1.2% | +12.8% | +11.6% |
| 3M | +7.6% | -16.8% | +24.4% | +9.0% |
| 6M | +10.0% | +18.0% | -7.9% | +8.1% |
| YTD | +19.7% | -1.2% | +20.9% | +18.8% |
| 1Y | +23.5% | +14.3% | +9.1% | +21.0% |
| 3Y | +44.0% | +194.6% | -150.6% | +27.0% |
| 5Y | +42.7% | +109.6% | -66.9% | +27.3% |
| All | +127.5% | +90.6% | +36.9% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling