+130.6%
UAL vs Z
-54.5%
+185.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | +2.3% | -13.1% | +15.3% | +7.1% |
| 30D | +13.3% | +5.9% | +7.5% | +10.6% |
| 3M | -6.3% | -13.7% | +7.4% | -2.6% |
| 6M | +22.5% | -27.1% | +49.6% | +34.2% |
| YTD | +5.9% | -56.8% | +62.7% | +37.5% |
| 1Y | +24.7% | -60.2% | +84.9% | +66.2% |
| 3Y | +211.6% | -19.7% | +231.3% | +210.6% |
| 5Y | +130.6% | -53.7% | +184.3% | +157.6% |
| All | +130.6% | -54.5% | +185.0% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling