-5.1%
COST vs UAL
+1.1%
-6.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -2.8% | -1.1% | -1.7% | -2.8% |
| 30D | -5.3% | -13.4% | +8.2% | -5.5% |
| 3M | -6.7% | -2.3% | -4.4% | -6.8% |
| 6M | -9.9% | +13.3% | -23.3% | -10.1% |
| YTD | +5.1% | -4.2% | +9.3% | +5.2% |
| All | -5.1% | +1.1% | -6.1% | -4.5% |
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