+186.8%
UAL vs Z
-18.1%
+204.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.9% |
| 7D | -3.0% | +0.8% | -3.9% | -3.4% |
| 30D | +10.5% | +5.2% | +5.3% | +8.2% |
| 3M | -13.5% | -17.0% | +3.6% | -9.0% |
| 6M | +14.2% | -22.7% | +36.9% | +22.2% |
| YTD | -2.2% | -56.3% | +54.1% | +24.5% |
| 1Y | +12.5% | -57.7% | +70.1% | +44.3% |
| 3Y | +186.8% | -16.5% | +203.4% | +209.6% |
| All | +186.8% | -18.1% | +204.9% | +209.6% |
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