+137.7%
UAL vs NI
+100.2%
+37.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.4% |
| 7D | +3.5% | +2.3% | +1.2% | +2.3% |
| 30D | -16.5% | -1.7% | -14.8% | -15.8% |
| 3M | +2.8% | -8.0% | +10.8% | +6.8% |
| 6M | +17.6% | -8.6% | +26.2% | +22.3% |
| YTD | -3.2% | +2.3% | -5.5% | -5.4% |
| 1Y | +0.4% | +6.9% | -6.5% | -4.6% |
| 3Y | +128.2% | +70.6% | +57.6% | +71.0% |
| 5Y | +137.7% | +96.4% | +41.3% | +55.4% |
| All | +137.7% | +100.2% | +37.5% | +55.4% |
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