+76.8%
UAL vs NSC
+302.7%
-226.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.6% |
| 7D | +0.7% | +1.6% | -0.9% | -0.6% |
| 30D | +7.8% | +4.2% | +3.6% | +4.6% |
| 3M | -11.1% | -0.2% | -10.8% | -11.2% |
| 6M | +16.1% | +7.6% | +8.5% | +8.7% |
| YTD | -0.5% | +17.4% | -17.9% | -12.9% |
| 1Y | +11.3% | +18.3% | -7.0% | -3.3% |
| 3Y | +192.8% | +79.8% | +113.0% | +81.7% |
| 5Y | +123.3% | +34.3% | +88.9% | +69.0% |
| All | +76.8% | +302.7% | -226.0% | -31.0% |
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