+72.6%
XYZ vs UAL
+197.6%
-125.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +12.1% | +8.2% | +4.0% | +9.0% |
| 30D | +12.4% | +2.3% | +10.0% | +11.4% |
| 3M | +8.2% | -12.7% | +20.9% | +13.7% |
| 6M | +20.7% | +12.7% | +8.0% | +14.6% |
| YTD | +31.3% | +0.8% | +30.5% | +27.7% |
| 1Y | +20.5% | +17.8% | +2.7% | +9.5% |
| 3Y | +72.6% | +206.7% | -134.1% | -1.3% |
| All | +72.6% | +197.6% | -125.0% | -1.3% |
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 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