+94.6%
COST vs UAL
+190.9%
-96.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.3% |
| 7D | +4.1% | +8.2% | -4.1% | +3.6% |
| 30D | +12.0% | +2.3% | +9.6% | +11.7% |
| 3M | +11.2% | -12.7% | +23.9% | +11.9% |
| 6M | +6.1% | +12.7% | -6.6% | +4.8% |
| YTD | +22.9% | +0.8% | +22.1% | +22.0% |
| 1Y | +14.7% | +17.8% | -3.0% | +12.1% |
| All | +94.6% | +190.9% | -96.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling