+112.3%
UAL vs NOC
+56.0%
+56.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +8.2% | -5.8% | +14.0% | +8.1% |
| 30D | +2.3% | +10.9% | -8.6% | +2.3% |
| 3M | -12.7% | -7.1% | -5.6% | -12.6% |
| 6M | +12.7% | -5.3% | +18.0% | +12.8% |
| YTD | +0.8% | -6.8% | +7.6% | +0.8% |
| 1Y | +17.8% | -6.7% | +24.5% | +17.8% |
| 3Y | +206.7% | +17.2% | +189.5% | +206.2% |
| All | +112.3% | +56.0% | +56.3% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling