+19.3%
NU vs UAL
+164.2%
-145.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.7% |
| 7D | +2.8% | +2.3% | +0.5% | +1.8% |
| 30D | -23.0% | +13.3% | -36.4% | -27.2% |
| 3M | -9.7% | -6.3% | -3.5% | -8.1% |
| 6M | -8.7% | +22.5% | -31.3% | -17.3% |
| YTD | -26.4% | +5.9% | -32.3% | -30.4% |
| 1Y | -24.8% | +24.7% | -49.5% | -33.9% |
| 3Y | +44.6% | +211.6% | -167.0% | -28.9% |
| All | +19.3% | +164.2% | -145.0% | -39.3% |
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