+447.7%
XLU vs UAL
+242.1%
+205.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | -1.3% | -16.1% | +14.8% | -0.1% |
| 3M | -1.3% | +6.1% | -7.5% | -1.9% |
| 6M | -7.6% | +10.8% | -18.5% | -8.7% |
| YTD | +2.3% | -0.4% | +2.7% | +1.7% |
| 1Y | +5.8% | +5.0% | +0.7% | +4.6% |
| 3Y | +50.5% | +124.0% | -73.5% | +38.8% |
| 5Y | +44.1% | +141.0% | -96.9% | +30.3% |
| 10Y | +138.2% | +118.0% | +20.2% | +107.0% |
| All | +447.7% | +242.1% | +205.7% | +324.1% |
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