+34.1%
XLP vs UAL
+142.0%
-108.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | -16.1% | +15.2% | +0.3% |
| 3M | +3.8% | +6.1% | -2.3% | +3.2% |
| 6M | -1.7% | +10.8% | -12.6% | -2.9% |
| YTD | +10.3% | -0.4% | +10.6% | +9.6% |
| 1Y | +7.8% | +5.0% | +2.8% | +6.5% |
| 3Y | +27.2% | +124.0% | -96.8% | +15.1% |
| All | +34.1% | +142.0% | -108.0% | +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 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