+100.2%
UAL vs Z
-11.7%
+111.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.6% |
| 7D | +10.2% | -5.2% | +15.4% | +11.9% |
| 30D | +12.0% | +5.7% | +6.3% | +9.8% |
| 3M | -7.1% | -8.7% | +1.7% | -5.4% |
| 6M | +20.9% | -26.0% | +46.9% | +30.2% |
| YTD | +7.7% | -55.0% | +62.7% | +33.2% |
| 1Y | +23.6% | -58.0% | +81.5% | +55.5% |
| 3Y | +222.6% | -15.2% | +237.7% | +219.8% |
| 5Y | +127.9% | -53.8% | +181.8% | +153.7% |
| 10Y | +100.2% | -14.5% | +114.7% | +46.0% |
| All | +100.2% | -11.7% | +111.9% | +46.0% |
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