+92.6%
UAL vs COO
+41.2%
+51.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.0% |
| 7D | +8.2% | +4.7% | +3.4% | +5.6% |
| 30D | +2.3% | +13.9% | -11.6% | -4.9% |
| 3M | -12.7% | -14.9% | +2.3% | -5.7% |
| 6M | +12.7% | +2.0% | +10.7% | +8.8% |
| YTD | +0.8% | -23.9% | +24.7% | +16.0% |
| 1Y | +17.8% | -9.6% | +27.4% | +22.3% |
| 3Y | +206.7% | -25.4% | +232.1% | +241.3% |
| 5Y | +113.9% | -41.2% | +155.1% | +170.9% |
| All | +92.6% | +41.2% | +51.4% | +80.7% |
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