+91.0%
UAL vs Z
+25.1%
+65.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | -16.1% | -4.2% | -11.9% | -15.4% |
| 3M | +6.1% | -3.7% | +9.8% | +6.4% |
| 6M | +10.8% | -24.5% | +35.4% | +18.9% |
| YTD | -0.4% | -49.3% | +48.9% | +18.9% |
| 1Y | +5.0% | -58.7% | +63.7% | +32.2% |
| 3Y | +124.0% | -34.1% | +158.2% | +139.4% |
| 5Y | +141.0% | -64.5% | +205.5% | +180.5% |
| 10Y | +118.0% | -0.5% | +118.5% | +60.5% |
| All | +91.0% | +25.1% | +65.9% | +32.3% |
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 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