+217.3%
UAL vs COPX
+141.3%
+76.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.7% |
| 7D | +12.5% | +1.6% | +10.8% | +11.7% |
| 30D | +12.2% | -15.0% | +27.2% | +21.1% |
| 3M | -2.6% | -18.6% | +16.0% | +6.7% |
| 6M | +21.1% | -14.9% | +36.0% | +27.6% |
| YTD | +7.8% | +1.8% | +6.0% | -0.1% |
| 1Y | +25.4% | +19.7% | +5.7% | +5.6% |
| 3Y | +217.3% | +140.9% | +76.5% | +63.7% |
| All | +217.3% | +141.3% | +76.0% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling