+22.2%
NEM vs UAL
+16.4%
+5.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -3.0% |
| 7D | -5.9% | +0.7% | -6.6% | -6.1% |
| 30D | -2.6% | +7.8% | -10.3% | -4.8% |
| 3M | -4.2% | -11.1% | +6.9% | -1.3% |
| 6M | -5.5% | +16.1% | -21.6% | -11.3% |
| YTD | +13.5% | -0.5% | +14.0% | +7.8% |
| 1Y | +22.2% | +11.3% | +10.9% | +11.2% |
| All | +22.2% | +16.4% | +5.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling