+116.5%
UAL vs NYT
+60.3%
+56.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -3.0% | +6.5% | -9.6% | -5.4% |
| 30D | +10.5% | +8.4% | +2.0% | +7.0% |
| 3M | -13.5% | +13.9% | -27.4% | -18.4% |
| 6M | +14.2% | -4.8% | +19.0% | +14.8% |
| YTD | -2.2% | +6.2% | -8.4% | -6.9% |
| 1Y | +12.5% | +14.3% | -1.8% | +3.5% |
| 3Y | +186.8% | +73.6% | +113.2% | +111.6% |
| All | +116.5% | +60.3% | +56.3% | +46.3% |
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