+621.5%
XYZ vs UAL
+97.8%
+523.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -2.2% | +2.3% | -4.4% | -3.0% |
| 30D | +11.6% | +13.3% | -1.8% | +6.5% |
| 3M | +8.4% | -6.3% | +14.7% | +11.0% |
| 6M | +17.2% | +22.5% | -5.4% | +7.7% |
| YTD | +31.7% | +5.9% | +25.8% | +25.8% |
| 1Y | +30.1% | +24.7% | +5.4% | +16.2% |
| 3Y | +66.4% | +211.6% | -145.1% | -0.2% |
| 5Y | -62.2% | +130.6% | -192.7% | -75.0% |
| 10Y | +621.5% | +96.5% | +525.1% | +416.9% |
| All | +621.5% | +97.8% | +523.8% | +416.9% |
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 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