+127.9%
UAL vs NI
+110.6%
+17.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.7% |
| 7D | +10.2% | +0.4% | +9.8% | +10.1% |
| 30D | +12.0% | +11.3% | +0.7% | +6.4% |
| 3M | -7.1% | +6.5% | -13.5% | -9.9% |
| 6M | +20.9% | -2.3% | +23.1% | +21.9% |
| YTD | +7.7% | +10.8% | -3.1% | +1.3% |
| 1Y | +23.6% | +6.2% | +17.3% | +18.7% |
| 3Y | +222.6% | +98.7% | +123.9% | +125.4% |
| 5Y | +127.9% | +111.3% | +16.6% | +34.2% |
| All | +127.9% | +110.6% | +17.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling