+19.7%
XOP vs UAL
+6.7%
+13.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | +0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.9% |
| 30D | +15.4% | -16.1% | +31.6% | +8.0% |
| 3M | +12.1% | +6.1% | +5.9% | +16.1% |
| 6M | +19.7% | +10.8% | +8.8% | +30.6% |
| All | +19.7% | +6.7% | +13.0% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling