+255.6%
UAL vs NSC
+933.7%
-678.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.9% | +4.2% |
| 7D | +8.2% | -6.6% | +14.8% | +14.0% |
| 30D | +2.3% | +2.2% | +0.2% | +0.6% |
| 3M | -12.7% | -6.2% | -6.5% | -8.6% |
| 6M | +12.7% | +1.7% | +11.0% | +9.8% |
| YTD | +0.8% | +12.2% | -11.4% | -9.2% |
| 1Y | +17.8% | +15.4% | +2.4% | +3.7% |
| 3Y | +206.7% | +73.3% | +133.4% | +92.8% |
| 5Y | +113.9% | +24.7% | +89.2% | +69.5% |
| 10Y | +97.0% | +324.5% | -227.5% | -42.0% |
| All | +255.6% | +933.7% | -678.1% | -51.5% |
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