+434.4%
XOM vs UAL
+270.3%
+164.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | +12.5% | -19.8% | -8.5% |
| 30D | -2.6% | +12.2% | -14.8% | -4.0% |
| 3M | +3.6% | -2.6% | +6.2% | +3.4% |
| 6M | +15.3% | +21.1% | -5.8% | +11.9% |
| YTD | +39.4% | +7.8% | +31.6% | +35.9% |
| 1Y | +43.2% | +25.4% | +17.8% | +37.1% |
| 3Y | +74.9% | +217.3% | -142.4% | +47.4% |
| 5Y | +201.3% | +132.9% | +68.4% | +156.8% |
| 10Y | +188.5% | +101.1% | +87.3% | +137.4% |
| All | +434.4% | +270.3% | +164.1% | +274.4% |
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