+217.3%
UAL vs STZ
-34.1%
+251.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +12.5% | +5.3% | +7.1% | +11.1% |
| 30D | +12.2% | +19.6% | -7.4% | +7.3% |
| 3M | -2.6% | +10.0% | -12.5% | -4.9% |
| 6M | +21.1% | -0.3% | +21.3% | +21.1% |
| YTD | +7.8% | +8.6% | -0.8% | +4.4% |
| 1Y | +25.4% | +16.6% | +8.8% | +18.6% |
| 3Y | +217.3% | -34.8% | +252.1% | +236.2% |
| All | +217.3% | -34.1% | +251.4% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling