+25.4%
UAL vs Z
-60.5%
+86.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | +1.9% |
| 7D | +12.5% | -6.5% | +18.9% | +14.8% |
| 30D | +12.2% | -0.1% | +12.3% | +12.0% |
| 3M | -2.6% | -14.1% | +11.5% | +1.3% |
| 6M | +21.1% | -30.1% | +51.1% | +34.9% |
| YTD | +7.8% | -57.5% | +65.3% | +35.4% |
| 1Y | +25.4% | -60.3% | +85.7% | +59.3% |
| All | +25.4% | -60.5% | +86.0% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling