+51.6%
XLU vs UAL
+117.7%
-66.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | +2.1% | -3.0% | +5.2% | +2.3% |
| 30D | +5.6% | +10.5% | -4.9% | +4.7% |
| 3M | +0.7% | -13.5% | +14.2% | +1.7% |
| 6M | -0.1% | +14.2% | -14.3% | -1.5% |
| YTD | +5.3% | -2.2% | +7.6% | +4.7% |
| 1Y | +2.2% | +12.5% | -10.3% | +0.3% |
| 3Y | +61.6% | +186.8% | -125.2% | +43.1% |
| All | +51.6% | +117.7% | -66.2% | +36.6% |
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 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