+140.2%
UAL vs NYT
+39.3%
+100.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -15.7% | +4.5% | -20.1% | -17.1% |
| 3M | +3.6% | -8.5% | +12.1% | +6.1% |
| 6M | +16.9% | -15.1% | +31.9% | +23.1% |
| YTD | -4.8% | -3.3% | -1.5% | -5.3% |
| 1Y | -0.9% | +17.0% | -17.9% | -9.6% |
| 3Y | +124.5% | +55.7% | +68.8% | +77.6% |
| 5Y | +140.2% | +38.9% | +101.3% | +69.8% |
| All | +140.2% | +39.3% | +100.9% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling