+96.5%
UAL vs COO
+40.2%
+56.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | +2.3% | -2.3% | +4.6% | +3.7% |
| 30D | +13.3% | +13.3% | +0.1% | +5.8% |
| 3M | -6.3% | -18.1% | +11.8% | +3.6% |
| 6M | +22.5% | +6.7% | +15.8% | +15.3% |
| YTD | +5.9% | -23.2% | +29.1% | +21.3% |
| 1Y | +24.7% | -12.3% | +36.9% | +31.8% |
| 3Y | +211.6% | -23.6% | +235.1% | +241.9% |
| 5Y | +130.6% | -38.7% | +169.3% | +185.7% |
| 10Y | +96.5% | +42.2% | +54.3% | +82.4% |
| All | +96.5% | +40.2% | +56.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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