+101.1%
UAL vs NOC
+158.6%
-57.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.3% |
| 7D | +12.5% | -0.3% | +12.8% | +12.4% |
| 30D | +12.2% | +14.1% | -1.9% | +8.2% |
| 3M | -2.6% | -4.6% | +2.0% | -1.7% |
| 6M | +21.1% | +0.7% | +20.3% | +20.0% |
| YTD | +7.8% | -2.6% | +10.4% | +6.9% |
| 1Y | +25.4% | -1.0% | +26.4% | +23.6% |
| 3Y | +217.3% | +24.5% | +192.9% | +184.5% |
| 5Y | +132.9% | +64.3% | +68.6% | +74.4% |
| 10Y | +101.1% | +162.8% | -61.6% | +24.9% |
| All | +101.1% | +158.6% | -57.5% | +24.9% |
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