+116.5%
UAL vs NRG
+206.1%
-89.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -3.0% | +10.0% | -13.0% | -6.2% |
| 30D | +10.5% | -3.2% | +13.7% | +10.6% |
| 3M | -13.5% | -18.5% | +5.0% | -8.3% |
| 6M | +14.2% | -25.3% | +39.5% | +23.3% |
| YTD | -2.2% | -38.1% | +35.9% | +11.8% |
| 1Y | +12.5% | -40.7% | +53.2% | +30.3% |
| 3Y | +186.8% | +121.8% | +65.1% | +91.7% |
| All | +116.5% | +206.1% | -89.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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