+255.6%
UAL vs NOC
+1,340.2%
-1,084.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | +8.2% | -5.8% | +14.0% | +11.7% |
| 30D | +2.3% | +10.9% | -8.6% | -4.4% |
| 3M | -12.7% | -7.1% | -5.6% | -10.0% |
| 6M | +12.7% | -5.3% | +18.0% | +13.9% |
| YTD | +0.8% | -6.8% | +7.6% | +0.7% |
| 1Y | +17.8% | -6.7% | +24.5% | +17.3% |
| 3Y | +206.7% | +17.2% | +189.5% | +149.1% |
| 5Y | +113.9% | +56.3% | +57.6% | +26.6% |
| 10Y | +97.0% | +173.7% | -76.7% | -36.9% |
| All | +255.6% | +1,340.2% | -1,084.6% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling