+1,449.6%
NET vs UAL
+23.2%
+1,426.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.4% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -4.8% | -16.1% | +11.3% | -1.9% |
| 3M | +3.8% | +6.1% | -2.3% | +2.4% |
| 6M | +50.0% | +10.8% | +39.2% | +45.8% |
| YTD | +41.5% | -0.4% | +41.9% | +39.6% |
| 1Y | +32.8% | +5.0% | +27.8% | +29.5% |
| 3Y | +335.9% | +124.0% | +211.9% | +267.1% |
| 5Y | +113.8% | +141.0% | -27.1% | +75.9% |
| All | +1,449.6% | +23.2% | +1,426.4% | +1,437.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling