+609.0%
COST vs UAL
+98.4%
+510.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -5.3% | -13.4% | +8.2% | -4.4% |
| 3M | -6.7% | -2.3% | -4.4% | -6.7% |
| 6M | -9.9% | +13.3% | -23.3% | -11.2% |
| YTD | +5.1% | -4.2% | +9.3% | +4.7% |
| 1Y | -7.3% | +1.4% | -8.7% | -8.2% |
| 3Y | +70.4% | +125.8% | -55.4% | +56.6% |
| 5Y | +104.4% | +130.0% | -25.6% | +85.5% |
| 10Y | +609.0% | +104.2% | +504.8% | +569.2% |
| All | +609.0% | +98.4% | +510.6% | +569.2% |
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