+14.2%
UAL vs NRG
-28.6%
+42.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -3.0% | +10.0% | -13.0% | -5.2% |
| 30D | +10.5% | -3.2% | +13.7% | +10.6% |
| 3M | -13.5% | -18.5% | +5.0% | -8.7% |
| 6M | +14.2% | -25.3% | +39.5% | +18.9% |
| All | +14.2% | -28.6% | +42.8% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling