+526.2%
XLP vs UAL
+242.1%
+284.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +3.8% | +6.1% | -2.3% | +3.1% |
| 6M | -1.7% | +10.8% | -12.6% | -3.0% |
| YTD | +10.3% | -0.4% | +10.6% | +9.5% |
| 1Y | +7.8% | +5.0% | +2.8% | +6.5% |
| 3Y | +27.2% | +124.0% | -96.8% | +16.4% |
| 5Y | +32.5% | +141.0% | -108.5% | +18.7% |
| 10Y | +101.8% | +118.0% | -16.2% | +73.5% |
| All | +526.2% | +242.1% | +284.1% | +348.6% |
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