+43.3%
XLP vs UAL
+129.5%
-86.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | +8.3% | +13.3% | -5.0% | +7.3% |
| 3M | +8.7% | -6.3% | +15.0% | +9.0% |
| 6M | +11.2% | +22.5% | -11.3% | +9.2% |
| YTD | +20.0% | +5.9% | +14.1% | +18.6% |
| 1Y | +21.3% | +24.7% | -3.3% | +18.3% |
| 3Y | +43.8% | +211.6% | -167.7% | +25.8% |
| 5Y | +43.3% | +130.6% | -87.2% | +27.4% |
| All | +43.3% | +129.5% | -86.2% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling