+244.8%
UAL vs NRG
+453.6%
-208.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -3.0% | +10.0% | -13.0% | -6.4% |
| 30D | +10.5% | -3.2% | +13.7% | +10.6% |
| 3M | -13.5% | -18.5% | +5.0% | -8.2% |
| 6M | +14.2% | -25.3% | +39.5% | +23.7% |
| YTD | -2.2% | -38.1% | +35.9% | +12.2% |
| 1Y | +12.5% | -40.7% | +53.2% | +30.9% |
| 3Y | +186.8% | +121.8% | +65.1% | +93.6% |
| 5Y | +119.4% | +209.2% | -89.9% | +28.0% |
| 10Y | +81.4% | +981.4% | -900.0% | -33.3% |
| All | +244.8% | +453.6% | -208.8% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling