+28.4%
XLY vs UAL
+145.5%
-117.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | 0.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.3% |
| 30D | -4.2% | -12.2% | +8.0% | -0.7% |
| 3M | -2.7% | -2.5% | -0.2% | -2.5% |
| 6M | -0.6% | +21.1% | -21.7% | -7.2% |
| YTD | -5.0% | -1.8% | -3.2% | -6.6% |
| 1Y | -4.1% | +0.4% | -4.5% | -6.8% |
| 3Y | +33.6% | +130.3% | -96.7% | -4.8% |
| All | +28.4% | +145.5% | -117.1% | -15.6% |
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