+45.2%
NU vs UAL
+139.1%
-93.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -2.6% | -1.1% | -1.5% | -2.2% |
| 30D | +8.2% | -13.4% | +21.7% | +14.6% |
| 3M | +26.3% | -2.3% | +28.6% | +26.4% |
| 6M | +2.2% | +13.3% | -11.1% | -4.3% |
| YTD | -10.4% | -4.2% | -6.2% | -11.2% |
| 1Y | -3.0% | +1.4% | -4.4% | -7.0% |
| 3Y | +120.3% | +125.8% | -5.5% | +29.8% |
| All | +45.2% | +139.1% | -93.9% | -22.5% |
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