+129.8%
NOK vs UAL
+98.4%
+31.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.2% |
| 7D | +9.3% | -1.1% | +10.5% | +9.6% |
| 30D | +17.9% | -13.4% | +31.3% | +21.3% |
| 3M | -22.3% | -2.3% | -20.0% | -21.9% |
| 6M | +36.4% | +13.3% | +23.0% | +31.9% |
| YTD | +66.3% | -4.2% | +70.5% | +65.6% |
| 1Y | +134.4% | +1.4% | +133.0% | +129.7% |
| 3Y | +186.6% | +125.8% | +60.8% | +126.2% |
| 5Y | +102.7% | +130.0% | -27.3% | +54.2% |
| 10Y | +129.8% | +104.2% | +25.6% | +74.3% |
| All | +129.8% | +98.4% | +31.4% | +74.3% |
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