+251.3%
UAL vs NDAQ
+810.5%
-559.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.7% |
| 7D | +0.7% | -2.4% | +3.2% | +2.2% |
| 30D | -16.1% | +2.5% | -18.6% | -17.6% |
| 3M | +6.1% | +9.9% | -3.8% | -1.5% |
| 6M | +10.8% | +9.4% | +1.4% | +2.5% |
| YTD | -0.4% | +0.4% | -0.8% | -3.2% |
| 1Y | +5.0% | +4.0% | +1.0% | -0.4% |
| 3Y | +124.0% | +94.4% | +29.6% | +41.2% |
| 5Y | +141.0% | +56.7% | +84.3% | +71.0% |
| 10Y | +118.0% | +375.3% | -257.3% | -30.1% |
| All | +251.3% | +810.5% | -559.1% | -49.6% |
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