+154.6%
NEM vs UAL
+142.0%
+12.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +23.1% | -16.1% | +39.2% | +24.8% |
| 3M | +18.5% | +6.1% | +12.3% | +17.7% |
| 6M | +7.8% | +10.8% | -3.1% | +6.4% |
| YTD | +29.1% | -0.4% | +29.5% | +28.1% |
| 1Y | +72.7% | +5.0% | +67.6% | +70.6% |
| 3Y | +248.7% | +124.0% | +124.7% | +228.2% |
| All | +154.6% | +142.0% | +12.6% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling