+53.4%
XOM vs UAL
+127.4%
-74.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.6% | +0.7% |
| 7D | -2.4% | +3.5% | -5.8% | -2.3% |
| 30D | +5.7% | -16.5% | +22.1% | +5.3% |
| 3M | +6.6% | +2.8% | +3.8% | +6.3% |
| 6M | +7.7% | +17.6% | -9.9% | +7.1% |
| YTD | +36.2% | -3.2% | +39.4% | +36.5% |
| 1Y | +50.5% | +0.4% | +50.1% | +50.3% |
| 3Y | +53.4% | +128.2% | -74.8% | +31.9% |
| All | +53.4% | +127.4% | -74.0% | +31.9% |
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