+205.4%
XOM vs UAL
+80.6%
+124.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +2.8% | -3.0% | +5.9% | +3.2% |
| 30D | -3.6% | +10.5% | -14.1% | -5.6% |
| 3M | +8.2% | -13.5% | +21.7% | +10.1% |
| 6M | +14.0% | +14.2% | -0.2% | +9.1% |
| YTD | +44.6% | -2.2% | +46.8% | +40.5% |
| 1Y | +47.8% | +12.5% | +35.3% | +39.2% |
| 3Y | +79.6% | +186.8% | -107.3% | +29.6% |
| 5Y | +214.3% | +119.4% | +94.9% | +129.3% |
| All | +205.4% | +80.6% | +124.9% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling