+300.2%
NEM vs UAL
+106.0%
+194.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.3% | -2.0% | -1.3% | -3.2% |
| 30D | +7.8% | -15.7% | +23.5% | +8.7% |
| 3M | +36.3% | +3.6% | +32.6% | +35.9% |
| 6M | +6.6% | +16.9% | -10.3% | +5.7% |
| YTD | +27.1% | -4.8% | +31.9% | +26.9% |
| 1Y | +62.3% | -0.9% | +63.3% | +61.7% |
| 3Y | +245.1% | +124.5% | +120.6% | +234.5% |
| 5Y | +154.0% | +140.2% | +13.8% | +145.5% |
| All | +300.2% | +106.0% | +194.2% | +237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling