+241.4%
UAL vs NTRS
+485.5%
-244.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | +3.5% | +1.7% | +1.8% | +2.1% |
| 30D | -16.5% | +0.1% | -16.6% | -16.6% |
| 3M | +2.8% | +9.8% | -7.1% | -4.5% |
| 6M | +17.6% | +34.7% | -17.1% | -7.0% |
| YTD | -3.2% | +37.4% | -40.6% | -24.6% |
| 1Y | +0.4% | +48.2% | -47.7% | -26.1% |
| 3Y | +128.2% | +163.5% | -35.3% | +8.5% |
| 5Y | +137.7% | +88.2% | +49.5% | +40.7% |
| 10Y | +99.1% | +246.8% | -147.7% | -25.0% |
| All | +241.4% | +485.5% | -244.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling