+104.2%
UAL vs ZBRA
+407.5%
-303.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | 0.0% |
| 7D | -1.1% | -1.8% | +0.7% | -0.3% |
| 30D | -13.4% | -8.8% | -4.7% | -9.5% |
| 3M | -2.3% | +47.2% | -49.5% | -21.1% |
| 6M | +13.3% | +61.3% | -48.0% | -13.4% |
| YTD | -4.2% | +42.0% | -46.2% | -22.7% |
| 1Y | +1.4% | +10.5% | -9.1% | -7.7% |
| 3Y | +125.8% | +34.5% | +91.3% | +83.1% |
| 5Y | +130.0% | -40.3% | +170.3% | +161.3% |
| 10Y | +104.2% | +421.5% | -317.3% | -2.0% |
| All | +104.2% | +407.5% | -303.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling