+9.2%
COST vs UAL
+19.9%
-10.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.9% |
| 7D | +3.9% | +2.3% | +1.7% | +4.1% |
| 30D | +13.5% | +13.3% | +0.2% | +14.4% |
| 3M | +15.3% | -6.3% | +21.6% | +13.7% |
| 6M | +9.2% | +22.5% | -13.4% | +13.6% |
| All | +9.2% | +19.9% | -10.7% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling