+107.5%
UAL vs STZ
-9.3%
+116.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +0.7% | -1.9% | +2.6% | +1.8% |
| 30D | -16.1% | -1.9% | -14.2% | -15.4% |
| 3M | +6.1% | -6.2% | +12.4% | +9.4% |
| 6M | +10.8% | -14.0% | +24.9% | +19.3% |
| YTD | -0.4% | -5.1% | +4.7% | -0.2% |
| 1Y | +5.0% | -9.6% | +14.6% | +7.6% |
| 3Y | +124.0% | -47.2% | +171.3% | +209.2% |
| 5Y | +141.0% | -33.6% | +174.6% | +177.8% |
| All | +107.5% | -9.3% | +116.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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