+144.9%
UAL vs NTRS
+93.2%
+51.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.3% |
| 7D | -1.4% | +1.4% | -2.8% | -2.4% |
| 30D | -12.2% | -0.7% | -11.6% | -11.7% |
| 3M | -2.5% | +11.3% | -13.8% | -10.5% |
| 6M | +21.1% | +35.5% | -14.4% | -4.5% |
| YTD | -1.8% | +40.6% | -42.4% | -24.7% |
| 1Y | +0.4% | +49.2% | -48.8% | -26.3% |
| 3Y | +130.3% | +167.2% | -36.9% | +11.6% |
| All | +144.9% | +93.2% | +51.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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