+251.3%
UAL vs NSC
+964.5%
-713.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.1% |
| 7D | +0.7% | -5.5% | +6.2% | +5.2% |
| 30D | -16.1% | -3.2% | -12.9% | -14.1% |
| 3M | +6.1% | +7.7% | -1.5% | -0.5% |
| 6M | +10.8% | +4.5% | +6.3% | +5.9% |
| YTD | -0.4% | +15.6% | -16.0% | -12.1% |
| 1Y | +5.0% | +19.8% | -14.8% | -10.2% |
| 3Y | +124.0% | +70.1% | +53.9% | +42.6% |
| 5Y | +141.0% | +46.1% | +94.9% | +68.0% |
| 10Y | +118.0% | +328.1% | -210.1% | -36.2% |
| All | +251.3% | +964.5% | -713.2% | -53.0% |
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