+89.5%
UAL vs Z
+9.5%
+79.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.6% | +6.1% | -1.5% |
| 7D | +5.0% | -2.3% | +7.3% | +5.7% |
| 30D | -1.2% | +9.4% | -10.6% | -4.2% |
| 3M | -16.8% | -16.1% | -0.7% | -13.3% |
| 6M | +18.0% | -30.4% | +48.4% | +29.0% |
| YTD | -1.2% | -55.6% | +54.4% | +21.8% |
| 1Y | +14.3% | -58.5% | +72.8% | +43.4% |
| 3Y | +194.6% | -19.6% | +214.2% | +197.0% |
| 5Y | +109.6% | -54.1% | +163.8% | +133.3% |
| 10Y | +93.1% | -12.1% | +105.1% | +46.9% |
| All | +89.5% | +9.5% | +79.9% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling