+760.6%
COST vs UAL
+97.8%
+662.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | +3.9% | +2.3% | +1.7% | +3.7% |
| 30D | +13.5% | +13.3% | +0.2% | +12.5% |
| 3M | +15.3% | -6.3% | +21.6% | +15.7% |
| 6M | +9.2% | +22.5% | -13.4% | +7.1% |
| YTD | +26.9% | +5.9% | +21.0% | +25.4% |
| 1Y | +19.7% | +24.7% | -5.0% | +16.8% |
| 3Y | +96.0% | +211.6% | -115.6% | +76.3% |
| 5Y | +124.0% | +130.6% | -6.5% | +102.7% |
| 10Y | +760.6% | +96.5% | +664.2% | +739.8% |
| All | +760.6% | +97.8% | +662.8% | +739.8% |
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