+5.2%
NOK vs UAL
+242.1%
-236.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +4.7% | -16.1% | +20.8% | +7.6% |
| 3M | -39.7% | +6.1% | -45.8% | -40.2% |
| 6M | +23.1% | +10.8% | +12.2% | +20.4% |
| YTD | +55.0% | -0.4% | +55.4% | +53.7% |
| 1Y | +118.0% | +5.0% | +113.0% | +113.6% |
| 3Y | +170.5% | +124.0% | +46.5% | +127.8% |
| 5Y | +84.9% | +141.0% | -56.1% | +50.7% |
| 10Y | +112.0% | +118.0% | -6.0% | +61.7% |
| All | +5.2% | +242.1% | -236.8% | -40.0% |
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