+96.5%
UAL vs NI
+191.1%
-94.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +13.3% | +11.2% | +2.1% | +7.6% |
| 3M | -6.3% | +9.2% | -15.4% | -10.3% |
| 6M | +22.5% | -1.8% | +24.4% | +23.2% |
| YTD | +5.9% | +12.0% | -6.1% | -0.7% |
| 1Y | +24.7% | +6.4% | +18.2% | +19.9% |
| 3Y | +211.6% | +99.4% | +112.2% | +118.7% |
| 5Y | +130.6% | +113.1% | +17.4% | +54.3% |
| 10Y | +96.5% | +192.3% | -95.8% | +33.9% |
| All | +96.5% | +191.1% | -94.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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