-68.9%
XYZ vs UAL
+142.0%
-210.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -2.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.7% | -16.1% | +14.4% | +7.5% |
| 3M | +16.7% | +6.1% | +10.6% | +12.2% |
| 6M | +26.9% | +10.8% | +16.0% | +17.3% |
| YTD | +27.1% | -0.4% | +27.5% | +22.6% |
| 1Y | +9.3% | +5.0% | +4.2% | +1.0% |
| 3Y | +42.3% | +124.0% | -81.7% | -24.9% |
| All | -68.9% | +142.0% | -210.9% | -86.1% |
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