+248.5%
UAL vs COO
+387.2%
-138.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.1% | -3.7% |
| 7D | +5.0% | +5.3% | -0.2% | +2.0% |
| 30D | -1.2% | +12.5% | -13.8% | -8.0% |
| 3M | -16.8% | -15.1% | -1.6% | -9.7% |
| 6M | +18.0% | +3.7% | +14.3% | +12.6% |
| YTD | -1.2% | -22.5% | +21.3% | +13.1% |
| 1Y | +14.3% | -7.8% | +22.1% | +17.3% |
| 3Y | +194.6% | -24.1% | +218.6% | +226.6% |
| 5Y | +109.6% | -40.1% | +149.7% | +164.4% |
| 10Y | +93.1% | +44.7% | +48.4% | +37.1% |
| All | +248.5% | +387.2% | -138.6% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling