-63.9%
XYZ vs UAL
+109.3%
-173.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.6% |
| 7D | +12.1% | +8.2% | +4.0% | +7.9% |
| 30D | +12.4% | +2.3% | +10.0% | +11.0% |
| 3M | +8.2% | -12.7% | +20.9% | +15.8% |
| 6M | +20.7% | +12.7% | +8.0% | +11.7% |
| YTD | +31.3% | +0.8% | +30.5% | +25.5% |
| 1Y | +20.5% | +17.8% | +2.7% | +4.6% |
| 3Y | +72.6% | +206.7% | -134.1% | -29.3% |
| All | -63.9% | +109.3% | -173.2% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling