+129.8%
UAL vs Z
-33.7%
+163.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.2% |
| 7D | +0.7% | -3.0% | +3.7% | +1.7% |
| 30D | -16.1% | -4.2% | -11.9% | -15.3% |
| 3M | +6.1% | -3.7% | +9.8% | +6.6% |
| 6M | +10.8% | -24.5% | +35.4% | +20.4% |
| YTD | -0.4% | -49.3% | +48.9% | +22.3% |
| 1Y | +5.0% | -58.7% | +63.7% | +37.1% |
| All | +129.8% | -33.7% | +163.5% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling