+132.9%
UAL vs COO
-41.3%
+174.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +12.5% | +4.5% | +7.9% | +10.0% |
| 30D | +12.2% | +16.9% | -4.7% | +3.3% |
| 3M | -2.6% | -16.7% | +14.1% | +6.6% |
| 6M | +21.1% | +5.9% | +15.1% | +14.7% |
| YTD | +7.8% | -22.4% | +30.3% | +22.6% |
| 1Y | +25.4% | -10.1% | +35.5% | +30.9% |
| 3Y | +217.3% | -22.8% | +240.1% | +242.7% |
| 5Y | +132.9% | -41.4% | +174.3% | +210.7% |
| All | +132.9% | -41.3% | +174.1% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling