+464.0%
XLU vs UAL
+235.7%
+228.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 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% | +1.6% |
| 6M | -0.1% | +14.2% | -14.3% | -1.4% |
| YTD | +5.3% | -2.2% | +7.6% | +4.7% |
| 1Y | +2.2% | +12.5% | -10.3% | +0.5% |
| 3Y | +61.6% | +186.8% | -125.2% | +46.4% |
| 5Y | +53.6% | +119.4% | -65.8% | +39.7% |
| 10Y | +162.3% | +81.4% | +80.8% | +130.3% |
| All | +464.0% | +235.7% | +228.3% | +336.8% |
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