+255.6%
UAL vs ZBH
+84.0%
+171.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.8% |
| 7D | +8.2% | +11.7% | -3.6% | 0.0% |
| 30D | +2.3% | +19.3% | -17.0% | -9.9% |
| 3M | -12.7% | +8.9% | -21.6% | -18.7% |
| 6M | +12.7% | +28.2% | -15.5% | -7.8% |
| YTD | +0.8% | +18.4% | -17.5% | -13.5% |
| 1Y | +17.8% | +20.6% | -2.8% | -0.5% |
| 3Y | +206.7% | -0.6% | +207.3% | +177.2% |
| 5Y | +113.9% | -19.7% | +133.6% | +123.7% |
| 10Y | +97.0% | +14.7% | +82.3% | +55.1% |
| All | +255.6% | +84.0% | +171.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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