+195.1%
NEM vs UAL
+246.2%
-51.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | +13.4% | +8.2% | +5.3% | +13.2% |
| 30D | +6.5% | +2.3% | +4.2% | +6.4% |
| 3M | +14.9% | -12.7% | +27.6% | +15.3% |
| 6M | +5.5% | +12.7% | -7.2% | +5.1% |
| YTD | +21.9% | +0.8% | +21.1% | +21.6% |
| 1Y | +47.9% | +17.8% | +30.1% | +47.0% |
| 3Y | +238.2% | +206.7% | +31.5% | +228.4% |
| 5Y | +146.2% | +113.9% | +32.3% | +139.7% |
| 10Y | +309.3% | +97.0% | +212.3% | +293.1% |
| All | +195.1% | +246.2% | -51.1% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling