+241.4%
UAL vs NRG
+578.8%
-337.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +3.4% | +9.3% | -5.8% | +0.1% |
| 30D | -16.5% | +1.3% | -17.7% | -17.1% |
| 3M | +2.8% | -6.0% | +8.8% | +3.7% |
| 6M | +17.6% | -22.0% | +39.5% | +26.3% |
| YTD | -3.2% | -24.1% | +20.9% | +4.5% |
| 1Y | +0.4% | -18.0% | +18.5% | +4.9% |
| 3Y | +128.2% | +220.0% | -91.9% | +36.0% |
| 5Y | +137.7% | +201.1% | -63.4% | +41.5% |
| 10Y | +99.1% | +1,085.1% | -986.0% | -29.1% |
| All | +241.4% | +578.8% | -337.3% | +20.7% |
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 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