+244.8%
UAL vs NYT
+234.5%
+10.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -3.0% | +6.5% | -9.6% | -5.5% |
| 30D | +10.5% | +8.4% | +2.0% | +6.7% |
| 3M | -13.5% | +13.9% | -27.4% | -18.6% |
| 6M | +14.2% | -4.8% | +19.0% | +14.6% |
| YTD | -2.2% | +6.2% | -8.4% | -6.9% |
| 1Y | +12.5% | +14.3% | -1.8% | +3.7% |
| 3Y | +186.8% | +73.6% | +113.2% | +117.1% |
| 5Y | +119.4% | +60.6% | +58.7% | +67.3% |
| 10Y | +81.4% | +550.8% | -469.3% | -29.0% |
| All | +244.8% | +234.5% | +10.4% | +24.4% |
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 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