+241.4%
UAL vs NYT
+211.1%
+30.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.3% |
| 7D | +3.5% | +0.3% | +3.1% | +3.3% |
| 30D | -16.5% | +7.0% | -23.4% | -18.9% |
| 3M | +2.8% | -7.9% | +10.7% | +5.2% |
| 6M | +17.6% | -15.0% | +32.6% | +24.3% |
| YTD | -3.2% | -1.3% | -1.9% | -4.4% |
| 1Y | +0.4% | +16.9% | -16.4% | -8.1% |
| 3Y | +128.2% | +58.9% | +69.3% | +80.3% |
| 5Y | +137.7% | +40.9% | +96.9% | +91.5% |
| 10Y | +99.1% | +471.8% | -372.7% | -17.3% |
| All | +241.4% | +211.1% | +30.4% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling