+69.3%
NEM vs UAL
+0.7%
+68.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | +3.9% | +3.5% | +0.4% | +2.9% |
| 30D | +12.7% | -16.5% | +29.2% | +17.7% |
| 3M | +28.7% | +2.8% | +25.9% | +26.5% |
| 6M | +9.8% | +17.6% | -7.8% | +3.6% |
| YTD | +28.1% | -3.2% | +31.3% | +24.1% |
| 1Y | +69.3% | +0.4% | +68.9% | +61.7% |
| All | +69.3% | +0.7% | +68.6% | +61.7% |
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