+92.6%
UAL vs STZ
+3.4%
+89.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.0% |
| 7D | +8.2% | +4.9% | +3.2% | +5.5% |
| 30D | +2.3% | +20.9% | -18.5% | -8.5% |
| 3M | -12.7% | +8.0% | -20.7% | -17.2% |
| 6M | +12.7% | -5.3% | +18.0% | +14.6% |
| YTD | +0.8% | +5.9% | -5.1% | -5.7% |
| 1Y | +17.8% | +14.2% | +3.6% | +4.7% |
| 3Y | +206.7% | -37.0% | +243.7% | +276.9% |
| 5Y | +113.9% | -29.7% | +143.6% | +139.3% |
| All | +92.6% | +3.4% | +89.2% | +74.5% |
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