+251.3%
UAL vs NOC
+1,312.7%
-1,061.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +4.0% |
| 7D | +0.7% | -5.2% | +5.9% | +3.8% |
| 30D | -16.1% | -7.2% | -8.9% | -12.7% |
| 3M | +6.1% | -5.1% | +11.2% | +8.4% |
| 6M | +10.8% | -31.1% | +41.9% | +36.3% |
| YTD | -0.4% | -8.6% | +8.2% | +1.7% |
| 1Y | +5.0% | -9.7% | +14.8% | +7.5% |
| 3Y | +124.0% | +24.3% | +99.7% | +73.2% |
| 5Y | +141.0% | +52.6% | +88.3% | +45.2% |
| 10Y | +118.0% | +183.6% | -65.6% | -32.6% |
| All | +251.3% | +1,312.7% | -1,061.3% | -79.0% |
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