+99.1%
UAL vs NOC
+187.2%
-88.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +3.5% | -2.7% | +6.1% | +4.1% |
| 30D | -16.5% | -8.9% | -7.6% | -14.5% |
| 3M | +2.8% | -3.7% | +6.4% | +3.4% |
| 6M | +17.6% | -30.8% | +48.4% | +29.2% |
| YTD | -3.2% | -7.9% | +4.7% | -2.4% |
| 1Y | +0.4% | -9.4% | +9.9% | +1.6% |
| 3Y | +128.2% | +29.0% | +99.2% | +100.0% |
| 5Y | +137.7% | +56.1% | +81.7% | +80.4% |
| 10Y | +99.1% | +186.3% | -87.1% | +22.7% |
| All | +99.1% | +187.2% | -88.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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