+251.3%
UAL vs COO
+433.8%
-182.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | +0.7% | -2.2% | +2.9% | +2.1% |
| 30D | -16.1% | -7.0% | -9.1% | -12.6% |
| 3M | +6.1% | +12.2% | -6.1% | -1.7% |
| 6M | +10.8% | -15.1% | +26.0% | +21.8% |
| YTD | -0.4% | -15.1% | +14.7% | +9.5% |
| 1Y | +5.0% | +2.3% | +2.7% | +2.2% |
| 3Y | +124.0% | -23.7% | +147.7% | +151.3% |
| 5Y | +141.0% | -38.9% | +179.9% | +204.7% |
| 10Y | +118.0% | +49.9% | +68.1% | +53.9% |
| All | +251.3% | +433.8% | -182.5% | -17.6% |
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