+112.3%
UAL vs NSC
+23.9%
+88.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.9% | +3.8% |
| 7D | +8.2% | -6.6% | +14.8% | +13.0% |
| 30D | +2.3% | +2.2% | +0.2% | +1.0% |
| 3M | -12.7% | -6.2% | -6.5% | -9.2% |
| 6M | +12.7% | +1.7% | +11.0% | +10.3% |
| YTD | +0.8% | +12.2% | -11.4% | -7.7% |
| 1Y | +17.8% | +15.4% | +2.4% | +5.7% |
| 3Y | +206.7% | +73.3% | +133.4% | +108.0% |
| All | +112.3% | +23.9% | +88.4% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling