+130.0%
UAL vs NTR
+55.5%
+74.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.2% |
| 30D | -13.4% | +21.7% | -35.2% | -16.1% |
| 3M | -2.3% | +22.8% | -25.1% | -5.7% |
| 6M | +13.3% | +8.2% | +5.1% | +10.8% |
| YTD | -4.2% | +32.9% | -37.1% | -11.2% |
| 1Y | +1.4% | +45.3% | -43.9% | -8.3% |
| 3Y | +125.8% | +41.7% | +84.1% | +101.3% |
| 5Y | +130.0% | +49.8% | +80.1% | +63.8% |
| All | +130.0% | +55.5% | +74.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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