+106.2%
UAL vs NYT
+489.9%
-383.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +2.9% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -12.2% | +4.6% | -16.8% | -13.8% |
| 3M | -2.5% | -9.6% | +7.1% | +0.4% |
| 6M | +21.1% | -14.0% | +35.1% | +27.1% |
| YTD | -1.8% | -2.8% | +1.1% | -2.4% |
| 1Y | +0.4% | +15.6% | -15.2% | -7.6% |
| 3Y | +130.3% | +56.3% | +74.0% | +83.9% |
| 5Y | +147.7% | +39.5% | +108.2% | +99.2% |
| All | +106.2% | +489.9% | -383.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling