-13.5%
NOK vs UAL
+270.3%
-283.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -2.7% | +12.5% | -15.2% | -4.5% |
| 30D | -20.4% | +12.2% | -32.6% | -21.9% |
| 3M | -9.6% | -2.6% | -7.1% | -9.3% |
| 6M | -35.6% | +21.1% | -56.7% | -37.8% |
| YTD | +27.5% | +7.8% | +19.7% | +24.8% |
| 1Y | +18.4% | +25.4% | -7.0% | +13.1% |
| 3Y | +151.8% | +217.3% | -65.5% | +101.0% |
| 5Y | +61.1% | +132.9% | -71.7% | +32.1% |
| 10Y | +123.7% | +101.1% | +22.6% | +72.3% |
| All | -13.5% | +270.3% | -283.7% | -51.3% |
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 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