+92.6%
UAL vs Z
-14.9%
+107.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.8% |
| 7D | +8.2% | -4.6% | +12.7% | +9.6% |
| 30D | +2.3% | +8.3% | -6.0% | -0.6% |
| 3M | -12.7% | -11.6% | -1.1% | -10.3% |
| 6M | +12.7% | -33.6% | +46.3% | +25.3% |
| YTD | +0.8% | -56.7% | +57.5% | +26.1% |
| 1Y | +17.8% | -59.1% | +76.9% | +49.4% |
| 3Y | +206.7% | -20.4% | +227.1% | +209.6% |
| 5Y | +113.9% | -55.3% | +169.1% | +140.3% |
| All | +92.6% | -14.9% | +107.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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