+137.9%
NOK vs UAL
+197.6%
-59.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +2.3% |
| 7D | -10.5% | +8.2% | -18.7% | -12.0% |
| 30D | -27.9% | +2.3% | -30.2% | -28.3% |
| 3M | -18.8% | -12.7% | -6.1% | -16.8% |
| 6M | -41.9% | +12.7% | -54.6% | -43.2% |
| YTD | +18.4% | +0.8% | +17.6% | +17.1% |
| 1Y | +10.9% | +17.8% | -6.9% | +6.7% |
| 3Y | +137.9% | +206.7% | -68.8% | +60.7% |
| All | +137.9% | +197.6% | -59.7% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling