+411.4%
UAL vs COPX
+186.2%
+225.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +0.7% | -4.0% | +4.7% | +2.7% |
| 30D | -16.1% | +4.5% | -20.6% | -18.1% |
| 3M | +6.1% | +0.8% | +5.3% | +4.2% |
| 6M | +10.8% | +3.2% | +7.7% | +6.8% |
| YTD | -0.4% | +26.7% | -27.1% | -14.3% |
| 1Y | +5.0% | +85.7% | -80.7% | -25.6% |
| 3Y | +124.0% | +151.2% | -27.1% | +34.3% |
| 5Y | +141.0% | +170.0% | -29.0% | +35.1% |
| 10Y | +118.0% | +572.9% | -454.9% | -21.6% |
| All | +411.4% | +186.2% | +225.2% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling