+255.6%
UAL vs NDAQ
+910.1%
-654.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.9% |
| 7D | +8.2% | +0.8% | +7.3% | +7.8% |
| 30D | +2.3% | +16.5% | -14.2% | -7.5% |
| 3M | -12.7% | +13.5% | -26.2% | -20.1% |
| 6M | +12.7% | +20.9% | -8.2% | -2.3% |
| YTD | +0.8% | +11.4% | -10.6% | -8.7% |
| 1Y | +17.8% | +25.9% | -8.1% | -1.8% |
| 3Y | +206.7% | +119.9% | +86.8% | +78.6% |
| 5Y | +113.9% | +61.7% | +52.1% | +49.0% |
| 10Y | +97.0% | +481.6% | -384.6% | -44.9% |
| All | +255.6% | +910.1% | -654.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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