+100.0%
UAL vs COPX
+584.4%
-484.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +3.4% |
| 7D | -2.0% | -2.9% | +0.9% | -0.7% |
| 30D | -15.7% | 0.0% | -15.7% | -16.3% |
| 3M | +3.6% | +14.8% | -11.2% | -6.1% |
| 6M | +16.9% | +7.0% | +9.8% | +8.5% |
| YTD | -4.8% | +23.8% | -28.6% | -20.7% |
| 1Y | -0.9% | +75.7% | -76.7% | -34.1% |
| 3Y | +124.5% | +156.4% | -31.9% | +13.8% |
| 5Y | +140.2% | +167.6% | -27.4% | +12.0% |
| All | +100.0% | +584.4% | -484.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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