+104.2%
UAL vs NSC
+324.0%
-219.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | +0.4% |
| 30D | -13.4% | -3.2% | -10.3% | -11.5% |
| 3M | -2.3% | +3.9% | -6.2% | -5.7% |
| 6M | +13.3% | +7.8% | +5.5% | +5.9% |
| YTD | -4.2% | +13.4% | -17.6% | -13.9% |
| 1Y | +1.4% | +20.3% | -18.9% | -13.1% |
| 3Y | +125.8% | +76.1% | +49.7% | +42.0% |
| 5Y | +130.0% | +45.0% | +85.0% | +62.9% |
| 10Y | +104.2% | +335.7% | -231.5% | -28.6% |
| All | +104.2% | +324.0% | -219.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling