+123.7%
NOK vs UAL
+99.5%
+24.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -2.7% | +12.5% | -15.2% | -5.1% |
| 30D | -20.4% | +12.2% | -32.6% | -22.3% |
| 3M | -9.6% | -2.6% | -7.1% | -9.3% |
| 6M | -35.6% | +21.1% | -56.7% | -38.4% |
| YTD | +27.5% | +7.8% | +19.7% | +23.9% |
| 1Y | +18.4% | +25.4% | -7.0% | +11.4% |
| 3Y | +151.8% | +217.3% | -65.5% | +85.2% |
| 5Y | +61.1% | +132.9% | -71.7% | +22.3% |
| 10Y | +123.7% | +101.1% | +22.6% | +88.1% |
| All | +123.7% | +99.5% | +24.2% | +88.1% |
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