+61.6%
UAL vs NTR
+100.5%
-39.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.2% |
| 7D | +0.7% | +8.1% | -7.4% | -2.8% |
| 30D | -16.1% | +18.8% | -34.9% | -22.7% |
| 3M | +6.1% | +16.2% | -10.1% | -1.9% |
| 6M | +10.8% | +9.8% | +1.1% | +2.6% |
| YTD | -0.4% | +30.9% | -31.3% | -16.6% |
| 1Y | +5.0% | +41.8% | -36.7% | -16.3% |
| 3Y | +124.0% | +35.8% | +88.2% | +75.7% |
| 5Y | +141.0% | +51.0% | +89.9% | +41.6% |
| All | +61.6% | +100.5% | -39.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling