+124.6%
XLP vs UAL
+94.5%
+30.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | +0.7% | +8.2% | -7.4% | +0.1% |
| 30D | +10.3% | +2.3% | +7.9% | +10.0% |
| 3M | +6.5% | -12.7% | +19.2% | +7.5% |
| 6M | +8.4% | +12.7% | -4.3% | +6.9% |
| YTD | +18.2% | +0.8% | +17.4% | +17.1% |
| 1Y | +22.4% | +17.8% | +4.6% | +19.7% |
| 3Y | +41.9% | +206.7% | -164.8% | +24.7% |
| 5Y | +40.9% | +113.9% | -73.0% | +25.5% |
| All | +124.6% | +94.5% | +30.1% | +97.0% |
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