+139.2%
UAL vs NOC
+53.6%
+85.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | +0.7% | -5.2% | +5.9% | +0.8% |
| 30D | -16.1% | -7.2% | -8.9% | -16.0% |
| 3M | +6.1% | -5.1% | +11.2% | +6.3% |
| 6M | +10.8% | -31.1% | +41.9% | +11.4% |
| YTD | -0.4% | -8.6% | +8.2% | -0.4% |
| 1Y | +5.0% | -9.7% | +14.8% | +5.1% |
| 3Y | +124.0% | +24.3% | +99.7% | +122.7% |
| All | +139.2% | +53.6% | +85.5% | +112.5% |
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