+22.5%
UAL vs NTR
+5.7%
+16.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.1% |
| 7D | +2.3% | -0.6% | +2.8% | +2.0% |
| 30D | +13.3% | +5.4% | +8.0% | +15.9% |
| 3M | -6.3% | +7.3% | -13.6% | -2.1% |
| 6M | +22.5% | +2.2% | +20.3% | +17.2% |
| All | +22.5% | +5.7% | +16.9% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling