+76.8%
UAL vs NOC
+159.4%
-82.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | +0.7% | +4.5% | -3.9% | -0.4% |
| 30D | +7.8% | +14.1% | -6.3% | +4.0% |
| 3M | -11.1% | -4.5% | -6.6% | -10.3% |
| 6M | +16.1% | -0.8% | +16.8% | +15.6% |
| YTD | -0.5% | -2.5% | +2.0% | -1.4% |
| 1Y | +11.3% | -0.1% | +11.4% | +9.4% |
| 3Y | +192.8% | +24.6% | +168.2% | +162.6% |
| 5Y | +123.3% | +65.6% | +57.7% | +66.7% |
| All | +76.8% | +159.4% | -82.7% | +12.9% |
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