+60.7%
COP vs UAL
+22.8%
+37.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.0% | -13.1% | -2.7% |
| 7D | -8.1% | +11.9% | -20.1% | -4.6% |
| 30D | +6.7% | +5.2% | +1.4% | +9.1% |
| 3M | +16.9% | -12.7% | +29.6% | +14.1% |
| 6M | +11.2% | +28.5% | -17.3% | +19.9% |
| YTD | +49.5% | +3.5% | +46.0% | +59.1% |
| 1Y | +60.7% | +27.5% | +33.2% | +72.0% |
| All | +60.7% | +22.8% | +37.8% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling