+32.4%
XLY vs UAL
+123.7%
-91.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -3.9% | -2.0% | -1.9% | -3.4% |
| 30D | -6.1% | -15.7% | +9.6% | -2.2% |
| 3M | -1.2% | +3.6% | -4.8% | -2.5% |
| 6M | -1.8% | +16.9% | -18.7% | -6.6% |
| YTD | -5.9% | -4.8% | -1.1% | -6.5% |
| 1Y | -3.1% | -0.9% | -2.1% | -5.1% |
| All | +32.4% | +123.7% | -91.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling