+279.7%
UAL vs NSC
+957.1%
-677.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +5.4% |
| 7D | +10.2% | -5.4% | +15.6% | +15.0% |
| 30D | +12.0% | +2.9% | +9.1% | +9.7% |
| 3M | -7.1% | -2.2% | -4.9% | -5.7% |
| 6M | +20.9% | +5.3% | +15.6% | +14.8% |
| YTD | +7.7% | +14.8% | -7.1% | -4.6% |
| 1Y | +23.6% | +16.6% | +7.0% | +8.0% |
| 3Y | +222.6% | +78.6% | +144.0% | +98.4% |
| 5Y | +127.9% | +27.2% | +100.8% | +78.1% |
| 10Y | +100.2% | +302.5% | -202.3% | -38.4% |
| All | +279.7% | +957.1% | -677.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling