+101.1%
UAL vs Z
-19.5%
+120.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | +1.8% |
| 7D | +12.5% | -6.5% | +18.9% | +14.6% |
| 30D | +12.2% | -0.1% | +12.3% | +11.8% |
| 3M | -2.6% | -14.1% | +11.5% | +0.9% |
| 6M | +21.1% | -30.1% | +51.1% | +32.6% |
| YTD | +7.8% | -57.5% | +65.3% | +35.6% |
| 1Y | +25.4% | -60.3% | +85.7% | +60.5% |
| 3Y | +217.3% | -21.0% | +238.4% | +221.2% |
| 5Y | +132.9% | -54.9% | +187.8% | +161.2% |
| 10Y | +101.1% | -16.0% | +117.2% | +47.3% |
| All | +101.1% | -19.5% | +120.6% | +47.3% |
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